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Apple with T-Bill Take-Profit After 25% Surge vs Rising Rates Volatility Switch Risk-Parity Mix

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

cash/t-bills (bil), daily checks, momentum threshold, single-stock (aapl), take-profit

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)

0.03

—

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

1.09

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

0.10

—

Daily win rate, backtest period (backtest)

53.10%

—

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

52.95%

—

Backtest

Backtest final value (from $10,000)

$975k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,878

—

Out-of-sample length

457

—

Return, backtest period (annualized) (backtest)

26.69%

—

Return, backtest period (cumulative) (backtest)

9651%

—

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

18.57%

3.62%

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

35.73%

2.81%

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

0.43%

—

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

6.75%

0.34%

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

0.58%

—

Return, trailing 1 year (backtest)

31.26%

—

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

33.00%

6.30%

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

3.02%

—

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

6.55%

0.95%

SPY annualized return over the backtest window (backtest)

10.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.44

—

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

0.56

331.36

Maximum drawdown, backtest period (backtest)

-60.87%

—

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

-33.36%

-0.01%

Sharpe ratio, backtest period (backtest)

0.91

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

1.34

—

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

1.11

—

Standard deviation, backtest period (backtest)

31.20%

—

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

29.81%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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