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Cash-Heavy BIL Barbell with TECL and NFLX vs Better Than a CD: Tech Trend with T-Bill Defense

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)

barbell, cash/t-bills heavy, concentrated, leveraged etf, tech-focused

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)

0.03

—

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

1.21

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

1.69

—

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

1.84

—

Daily win rate, backtest period (backtest)

56.28%

—

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

57.60%

—

Backtest

Backtest final value (from $10,000)

$230k

—

Backtest regulatory fees

$10

—

Backtest slippage cost

$49

—

Returns

Backtest length

4,479

—

Out-of-sample length

974

—

Return, backtest period (annualized) (backtest)

19.29%

—

Return, backtest period (cumulative) (backtest)

2200%

—

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

28.25%

4.85%

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

161.89%

4.53%

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

0.48%

—

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

5.10%

0.38%

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

-0.35%

—

Return, trailing 1 year (backtest)

22.84%

—

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

23.53%

6.30%

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

1.17%

—

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

5.12%

1.75%

SPY annualized return over the backtest window (backtest)

14.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.68

—

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

1.43

9.16

Maximum drawdown, backtest period (backtest)

-28.22%

—

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

-19.74%

-0.53%

Sharpe ratio, backtest period (backtest)

1.03

—

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

1.30

3.47

Sortino ratio, backtest period (backtest)

1.47

—

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

1.92

—

Standard deviation, backtest period (backtest)

18.92%

—

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

20.85%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.53

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

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