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Compare investment strategies

All-Weather Tactical with QLD Offense and Defensive Switch vs 100% SGOV Treasury Bill Cash Holder

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 tactical, bonds, commodities, defensive factor, gold, inflation hedge, leveraged etfs, momentum, multi-asset, usd, volatility-switching

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.73

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

6.74

—

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

6.07

—

Daily win rate, backtest period (backtest)

56.92%

—

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

56.40%

—

Backtest

Backtest final value (from $10,000)

$81k

—

Backtest regulatory fees

$98

—

Backtest slippage cost

$562

—

Returns

Backtest length

3,514

—

Out-of-sample length

851

—

Return, backtest period (annualized) (backtest)

16.23%

—

Return, backtest period (cumulative) (backtest)

714.75%

—

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

19.94%

3.61%

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

84.91%

0.76%

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

0.41%

—

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

3.19%

0.32%

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

0.71%

—

Return, trailing 1 year (backtest)

19.96%

—

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

19.97%

0.00%

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

0.84%

—

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

3.95%

0.00%

SPY annualized return over the backtest window (backtest)

14.73%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.18

—

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

1.98

45148.96

Maximum drawdown, backtest period (backtest)

-13.76%

—

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

-10.09%

-0.00%

Sharpe ratio, backtest period (backtest)

1.28

—

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

1.37

20.28

Sortino ratio, backtest period (backtest)

1.81

—

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

1.98

—

Standard deviation, backtest period (backtest)

12.38%

—

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

13.97%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

213

—

Rebalance corridor width

2.00%

—

Rebalance frequency

none

daily

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