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BOTZ AI Robotics and QQQ Trend Rotation 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)

leveraged/inverse etfs, mean reversion, momentum, regime-switching, tactical allocation, tech/ai tilt

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)

0.04

—

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

1.32

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

59.32

—

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

55.38

—

Daily win rate, backtest period (backtest)

54.77%

—

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

53.91%

—

Backtest

Backtest final value (from $10,000)

$388k

—

Backtest regulatory fees

$1,622

—

Backtest slippage cost

$13k

—

Returns

Backtest length

2,527

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

44.01%

—

Return, backtest period (cumulative) (backtest)

3780%

—

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

32.83%

138.64%

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

170.68%

3.87%

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

0.49%

—

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

4.26%

8.12%

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

-0.74%

—

Return, trailing 1 year (backtest)

26.63%

—

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

26.63%

0.00%

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

0.84%

—

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

4.07%

0.00%

SPY annualized return over the backtest window (backtest)

15.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.77

—

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

1.32

51.98

Maximum drawdown, backtest period (backtest)

-24.87%

—

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

-24.87%

-2.67%

Sharpe ratio, backtest period (backtest)

1.60

—

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

1.27

4.29

Sortino ratio, backtest period (backtest)

2.71

—

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

2.10

—

Standard deviation, backtest period (backtest)

24.65%

—

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

24.79%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

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