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Best Recent Stock Pick with Tech vs KMLM Switch vs Defensive Sector/Bond Switch with SPY-QQQ Offense

Every published figureShow 41 attributes

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

Classification

AI categories (Composer)

hedging, inverse/leveraged etfs, momentum, risk on/off, stock rotation, trend-following

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.72

—

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

1.22

—

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

0.21

—

Trading activity

Annualized turnover, backtest period (backtest)

79.46

—

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

84.45

—

Daily win rate, backtest period (backtest)

48.20%

—

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

47.87%

—

Backtest

Backtest final value (from $10,000)

$28k

—

Backtest regulatory fees

$57

—

Backtest slippage cost

$468

—

Returns

Backtest length

222

—

Out-of-sample length

188

—

Return, backtest period (annualized) (backtest)

225.81%

—

Return, backtest period (cumulative) (backtest)

184.40%

—

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

92.04%

11.23%

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

60.62%

0.81%

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

2.57%

—

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

-13.54%

0.00%

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

6.37%

—

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

0.00%

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

-2.14%

—

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

-28.23%

0.00%

SPY annualized return over the backtest window (backtest)

15.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.05

—

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

1.70

14.66

Maximum drawdown, backtest period (backtest)

-55.70%

—

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

-53.98%

-0.77%

Sharpe ratio, backtest period (backtest)

1.86

—

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

1.23

3.90

Sortino ratio, backtest period (backtest)

3.15

—

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

1.91

—

Standard deviation, backtest period (backtest)

80.96%

—

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

77.29%

2.89%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

3,766

—

Rebalance frequency

daily

Popularity

Remixes (copies)

298

—

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