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BIORECKED Mods with Biotech Dips and Top-3 Stocks 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)

dip-buying, leveraged etfs, momentum rotation, tactical allocation, trend filter, volatility hedging

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)

0.34

—

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

1.38

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

66.29

—

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

69.71

—

Daily win rate, backtest period (backtest)

56.49%

—

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

53.42%

—

Backtest

Backtest final value (from $10,000)

$23.7B

—

Backtest regulatory fees

$52.9M

—

Backtest slippage cost

$512.3M

—

Returns

Backtest length

2,859

—

Out-of-sample length

644

—

Return, backtest period (annualized) (backtest)

264.46%

—

Return, backtest period (cumulative) (backtest)

236726k%

—

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

66.19%

138.64%

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

266.98%

3.87%

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

-0.25%

—

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

7.26%

8.12%

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

0.33%

—

Return, trailing 1 year (backtest)

88.32%

—

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

88.31%

0.00%

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

-0.70%

—

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

23.36%

0.00%

SPY annualized return over the backtest window (backtest)

14.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.05

—

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

1.89

51.98

Maximum drawdown, backtest period (backtest)

-43.74%

—

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

-35.04%

-2.67%

Sharpe ratio, backtest period (backtest)

2.30

—

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

1.39

4.29

Sortino ratio, backtest period (backtest)

4.64

—

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

2.22

—

Standard deviation, backtest period (backtest)

64.86%

—

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

43.24%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

106

—

Rebalance corridor width

5.00%

10.00%

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