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ARKK 2x Long/Short Switch Gated by Bonds and Dollar vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

ark-focused, leveraged long/short, macro overlay, momentum + mean reversion, tactical, volatility hedges

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

1.11

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

111.73

—

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

107.52

—

Daily win rate, backtest period (backtest)

52.33%

—

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

49.29%

—

Backtest

Backtest final value (from $10,000)

$619k

—

Backtest regulatory fees

$5,077

—

Backtest slippage cost

$36k

—

Returns

Backtest length

1,093

—

Out-of-sample length

919

—

Return, backtest period (annualized) (backtest)

158.68%

—

Return, backtest period (cumulative) (backtest)

6093%

—

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

27.29%

138.64%

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

141.34%

3.87%

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

3.04%

—

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

4.15%

8.12%

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

-0.90%

—

Return, trailing 1 year (backtest)

5.09%

—

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

5.09%

0.00%

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

-0.95%

—

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

2.90%

0.00%

SPY annualized return over the backtest window (backtest)

17.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.35

—

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

0.40

51.98

Maximum drawdown, backtest period (backtest)

-67.54%

—

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

-67.54%

-2.67%

Sharpe ratio, backtest period (backtest)

1.88

—

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

0.71

4.29

Sortino ratio, backtest period (backtest)

3.21

—

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

1.08

—

Standard deviation, backtest period (backtest)

59.82%

—

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

55.94%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

188

—

Rebalance corridor width

10.00%

Rebalance frequency

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