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Bond-Gated Oversold 2x Picks with Dollar/Gold Defense 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)

leveraged etfs, mean reversion (rsi), multi-asset rotation, risk-on/risk-off, tactical allocation

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)

0.00

—

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

1.26

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

36.20

—

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

39.63

—

Daily win rate, backtest period (backtest)

54.24%

—

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

56.65%

—

Backtest

Backtest final value (from $10,000)

$339k

—

Backtest regulatory fees

$1,618

—

Backtest slippage cost

$10k

—

Returns

Backtest length

4,851

—

Out-of-sample length

1,008

—

Return, backtest period (annualized) (backtest)

20.08%

—

Return, backtest period (cumulative) (backtest)

3292%

—

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

25.61%

3.62%

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

149.18%

2.81%

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

0.14%

—

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

4.92%

0.34%

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

0.45%

—

Return, trailing 1 year (backtest)

20.88%

—

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

20.88%

6.30%

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

1.40%

—

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

6.12%

0.95%

SPY annualized return over the backtest window (backtest)

10.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.25

—

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

0.58

331.36

Maximum drawdown, backtest period (backtest)

-79.32%

—

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

-44.13%

-0.01%

Sharpe ratio, backtest period (backtest)

0.73

—

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

0.92

18.06

Sortino ratio, backtest period (backtest)

1.04

—

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

1.33

—

Standard deviation, backtest period (backtest)

32.17%

—

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

29.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

20.00%

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