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Bitcoin Trend Switch Between BITO and Treasuries/Metals vs Weekly Top-3 ETF 6-Month Momentum Allocator

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)

bitcoin etf, crypto timing, etf rotation, moving-average crossover, risk-on/risk-off, trend following

etfs, global macro, long-only, momentum, multi-asset, trend-following, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.22

—

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

0.56

—

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

0.25

—

Trading activity

Annualized turnover, backtest period (backtest)

4.61

—

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

4.36

—

Daily win rate, backtest period (backtest)

50.30%

—

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

50.68%

—

Backtest

Backtest final value (from $10,000)

$25k

—

Backtest regulatory fees

$30

—

Backtest slippage cost

$88

—

Returns

Backtest length

1,149

—

Out-of-sample length

1,099

—

Return, backtest period (annualized) (backtest)

22.31%

—

Return, backtest period (cumulative) (backtest)

150.71%

—

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

28.06%

60.89%

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

194.31%

11.78%

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

0.64%

—

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

4.82%

2.15%

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

-2.48%

—

Return, trailing 1 year (backtest)

-6.40%

—

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

-6.38%

0.00%

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

-2.24%

—

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

10.23%

0.00%

SPY annualized return over the backtest window (backtest)

16.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.79

—

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

0.99

10.46

Maximum drawdown, backtest period (backtest)

-28.24%

—

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

-28.23%

-5.82%

Sharpe ratio, backtest period (backtest)

0.72

—

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

0.84

3.11

Sortino ratio, backtest period (backtest)

1.15

—

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

1.34

—

Standard deviation, backtest period (backtest)

37.37%

—

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

38.01%

15.95%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

weekly

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