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Cash-First Portfolio with Tech Dip Nibbles and Hedges vs Better Than a CD: Tech Trend with T-Bill Defense

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)

bonds, cash-heavy, commodities, daily-rebalance, defensive, multi-asset, tactical, tech-dip-buys, volatility-hedged

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.64

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

33.44

—

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

36.96

—

Daily win rate, backtest period (backtest)

59.90%

—

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

55.53%

—

Backtest

Backtest final value (from $10,000)

$9.6M

—

Backtest regulatory fees

$25k

—

Backtest slippage cost

$204k

—

Returns

Backtest length

3,721

—

Out-of-sample length

479

—

Return, backtest period (annualized) (backtest)

59.14%

—

Return, backtest period (cumulative) (backtest)

95k%

—

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

19.64%

4.85%

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

40.11%

4.53%

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

0.48%

—

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

0.04%

0.38%

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

0.13%

—

Return, trailing 1 year (backtest)

13.10%

—

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

12.95%

6.30%

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

1.32%

—

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

5.85%

1.75%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.70

—

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

1.92

9.16

Maximum drawdown, backtest period (backtest)

-10.37%

—

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

-10.22%

-0.53%

Sharpe ratio, backtest period (backtest)

3.16

—

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

1.21

3.47

Sortino ratio, backtest period (backtest)

7.15

—

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

2.30

—

Standard deviation, backtest period (backtest)

15.06%

—

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

15.91%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.09

—

Construction

Logic complexity (node count)

2,733

—

Rebalance frequency

daily

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