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Bond-Signal Index ETF Mix with Inverse Flip vs Macro-Filtered Short-Term Momentum with Mean Reversion

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Inverse / short exposure

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Leverage use

—

Trading signal: RSI overbought / oversold

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Weighting scheme

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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)

bonds as risk trigger, inverse etfs, momentum + mean reversion, rules-based etf rotation, tactical asset allocation

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.08

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

0.89

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

0.65

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Trading activity

Annualized turnover, backtest period (backtest)

26.32

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

32.72

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Daily win rate, backtest period (backtest)

54.85%

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

54.15%

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Backtest

Backtest final value (from $10,000)

$237k

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Backtest regulatory fees

$687

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Backtest slippage cost

$5,874

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Returns

Backtest length

4,171

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Out-of-sample length

807

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Return, backtest period (annualized) (backtest)

21.07%

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Return, backtest period (cumulative) (backtest)

2271%

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

25.68%

76.55%

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

108.08%

3.91%

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

0.19%

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

-0.14%

0.00%

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

0.67%

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Return, trailing 1 year (backtest)

40.10%

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

40.10%

0.00%

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

-0.10%

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

-4.85%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

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Risk metrics

Calmar ratio, backtest period (backtest)

0.70

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

0.97

180.23

Maximum drawdown, backtest period (backtest)

-30.09%

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

-26.52%

-0.42%

Sharpe ratio, backtest period (backtest)

1.11

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

1.21

9.00

Sortino ratio, backtest period (backtest)

1.63

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

1.81

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Standard deviation, backtest period (backtest)

18.85%

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

20.64%

6.75%

Quality

Community review status

ACTIVE

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Holdings

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

0.26

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Construction

Logic complexity (node count)

—

Rebalance corridor width

1.62%

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Rebalance frequency

none

daily

Popularity

Remixes (copies)

—

Watchers

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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