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Compare investment strategies

Beat the Market: SPY/QQQ Uptrend Split with T-Bill Safety vs 100% SGOV Treasury Bill Cash Holder

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)

downside protection, momentum, t-bills/cash, tactical asset allocation, tech tilt, trend-following, us large-cap, volatility targeting

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)

1.03

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

9.05

—

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

1.69

—

Daily win rate, backtest period (backtest)

54.58%

—

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

56.34%

—

Backtest

Backtest final value (from $10,000)

$224k

—

Backtest regulatory fees

$248

—

Backtest slippage cost

$1,250

—

Returns

Backtest length

4,872

—

Out-of-sample length

939

—

Return, backtest period (annualized) (backtest)

17.45%

—

Return, backtest period (cumulative) (backtest)

2143%

—

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

26.58%

3.61%

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

140.87%

0.76%

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

0.56%

—

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

3.30%

0.32%

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

0.83%

—

Return, trailing 1 year (backtest)

19.97%

—

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

19.97%

0.00%

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

0.93%

—

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

3.80%

0.00%

SPY annualized return over the backtest window (backtest)

10.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.54

—

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

1.57

45148.96

Maximum drawdown, backtest period (backtest)

-32.06%

—

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

-16.93%

-0.00%

Sharpe ratio, backtest period (backtest)

0.98

—

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

1.53

20.28

Sortino ratio, backtest period (backtest)

1.42

—

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

2.39

—

Standard deviation, backtest period (backtest)

18.17%

—

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

16.25%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

—

Rebalance frequency

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