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Big-Tech Growth Basket with 200-Day Bear Hedges 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, risk-on/risk-off, tactical hedging, technical momentum, trend-following

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)

0.07

—

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

0.70

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

9.72

—

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

5.88

—

Daily win rate, backtest period (backtest)

56.07%

—

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

54.97%

—

Backtest

Backtest final value (from $10,000)

$554k

—

Backtest regulatory fees

$228

—

Backtest slippage cost

$1,770

—

Returns

Backtest length

1,896

—

Out-of-sample length

513

—

Return, backtest period (annualized) (backtest)

70.44%

—

Return, backtest period (cumulative) (backtest)

5437%

—

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

19.62%

3.62%

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

43.51%

2.81%

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

-2.07%

—

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

4.80%

0.34%

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

-3.14%

—

Return, trailing 1 year (backtest)

5.20%

—

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

8.35%

6.30%

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

-4.62%

—

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

8.51%

0.95%

SPY annualized return over the backtest window (backtest)

15.64%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.90

—

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

0.80

331.36

Maximum drawdown, backtest period (backtest)

-37.10%

—

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

-24.44%

-0.01%

Sharpe ratio, backtest period (backtest)

1.86

—

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

0.86

18.06

Sortino ratio, backtest period (backtest)

3.11

—

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

1.12

—

Standard deviation, backtest period (backtest)

31.25%

—

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

24.21%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

170

—

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