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Barbell Moving Average Crossover: Tech and Health Care 3x 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)

leveraged etfs, risk management, sector rotation, tactical asset allocation, trend following, us equities

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)

0.21

—

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

1.82

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

41.65

—

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

42.91

—

Daily win rate, backtest period (backtest)

54.76%

—

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

56.28%

—

Backtest

Backtest final value (from $10,000)

$1.0M

—

Backtest regulatory fees

$2,974

—

Backtest slippage cost

$23k

—

Returns

Backtest length

3,842

—

Out-of-sample length

414

—

Return, backtest period (annualized) (backtest)

35.39%

—

Return, backtest period (cumulative) (backtest)

10k%

—

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

57.06%

138.64%

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

110.31%

3.87%

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

1.54%

—

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

7.91%

8.12%

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

2.31%

—

Return, trailing 1 year (backtest)

54.36%

—

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

54.35%

0.00%

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

0.38%

—

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

6.88%

0.00%

SPY annualized return over the backtest window (backtest)

14.39%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.02

—

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

2.36

51.98

Maximum drawdown, backtest period (backtest)

-34.72%

—

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

-24.16%

-2.67%

Sharpe ratio, backtest period (backtest)

1.06

—

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

1.28

4.29

Sortino ratio, backtest period (backtest)

1.64

—

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

2.37

—

Standard deviation, backtest period (backtest)

33.82%

—

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

41.56%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

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