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Axiom Growth Core with UVXY Hedge and Shipping Signal 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)

concentrated growth, leveraged etfs, macro (shipping/bdry), momentum/rsi, risk-on/risk-off, tactical shorting, volatility hedge

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)

0.17

—

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

0.59

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

36.16

—

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

27.97

—

Daily win rate, backtest period (backtest)

56.08%

—

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

53.06%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$3,120

—

Backtest slippage cost

$26k

—

Returns

Backtest length

1,890

—

Out-of-sample length

507

—

Return, backtest period (annualized) (backtest)

100.49%

—

Return, backtest period (cumulative) (backtest)

18k%

—

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

28.47%

3.62%

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

65.70%

2.81%

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

0.57%

—

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

4.73%

0.34%

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

0.37%

—

Return, trailing 1 year (backtest)

16.94%

—

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

16.94%

6.30%

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

1.66%

—

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

8.79%

0.95%

SPY annualized return over the backtest window (backtest)

15.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.06

—

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

1.95

331.36

Maximum drawdown, backtest period (backtest)

-16.59%

—

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

-14.59%

-0.01%

Sharpe ratio, backtest period (backtest)

2.41

—

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

1.18

18.06

Sortino ratio, backtest period (backtest)

4.43

—

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

1.91

—

Standard deviation, backtest period (backtest)

30.88%

—

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

23.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

341

—

Rebalance corridor width

10.00%

5.00%

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