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Compare investment strategies

All-Weather Core with 20% UPRO Leverage Sleeve vs Rising Rates Volatility Switch Risk-Parity Mix

Every published figureShow 43 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

all-weather, diversified, factor, gold, leveraged equity, long-duration bonds, managed futures, multi-asset

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

0.02

—

Beta vs SPY, out-of-sample (out-of-sample)

0.79

—

Correlation (R) vs SPY, out-of-sample (out-of-sample)

0.93

—

Trading activity

Annualized turnover, backtest period (backtest)

1.24

—

Annualized turnover, out-of-sample period (out-of-sample)

1.23

—

Daily win rate, backtest period (backtest)

54.64%

—

Daily win rate, out-of-sample period (out-of-sample)

56.33%

—

Backtest

Backtest final value (from $10,000)

$23k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

1,475

—

Out-of-sample length

529

—

Return, backtest period (annualized) (backtest)

15.53%

—

Return, backtest period (cumulative) (backtest)

132.97%

—

Return, out-of-sample period (annualized) (out-of-sample)

17.31%

3.62%

Return, out-of-sample period (cumulative) (out-of-sample)

39.37%

2.81%

Return, trailing 1 day (out-of-sample)

-1.04%

—

Return, trailing 1 month (out-of-sample)

2.06%

0.34%

Return, trailing 1 week (out-of-sample)

-1.01%

—

Return, trailing 1 year (backtest)

12.19%

—

Return, trailing 1 year (out-of-sample)

15.38%

6.30%

Return, trailing 2 weeks (out-of-sample)

0.02%

—

Return, trailing 3 months (out-of-sample)

4.74%

0.95%

SPY annualized return over the backtest window (backtest)

14.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.77

—

Calmar ratio, out-of-sample period (out-of-sample)

1.16

331.36

Maximum drawdown, backtest period (backtest)

-20.11%

—

Maximum drawdown, out-of-sample period (out-of-sample)

-14.98%

-0.01%

Sharpe ratio, backtest period (backtest)

1.09

—

Sharpe ratio, out-of-sample period (out-of-sample)

1.22

18.06

Sortino ratio, backtest period (backtest)

1.56

—

Sortino ratio, out-of-sample period (out-of-sample)

1.71

—

Standard deviation, backtest period (backtest)

14.25%

—

Standard deviation, out-of-sample period (out-of-sample)

13.91%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

0.13

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

yearly

none

Popularity

Remixes (copies)

—

Watchers

—

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources