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Cash-Heavy SPY Crash Avoider with Nasdaq Hedge Sleeve 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)

crash protection, leveraged/inverse etfs, tactical allocation, tech tilt, treasuries, trend-following, us equities

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)

0.08

—

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

0.81

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

17.62

—

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

11.97

—

Daily win rate, backtest period (backtest)

55.48%

—

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

56.50%

—

Backtest

Backtest final value (from $10,000)

$206k

—

Backtest regulatory fees

$318

—

Backtest slippage cost

$2,531

—

Returns

Backtest length

3,711

—

Out-of-sample length

862

—

Return, backtest period (annualized) (backtest)

22.79%

—

Return, backtest period (cumulative) (backtest)

1957%

—

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

27.59%

4.85%

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

130.35%

4.53%

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

0.60%

—

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

2.37%

0.38%

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

1.16%

—

Return, trailing 1 year (backtest)

20.41%

—

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

20.41%

6.30%

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

0.94%

—

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

3.83%

1.75%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.37

—

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

2.71

9.16

Maximum drawdown, backtest period (backtest)

-16.57%

—

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

-10.17%

-0.53%

Sharpe ratio, backtest period (backtest)

1.55

—

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

1.74

3.47

Sortino ratio, backtest period (backtest)

2.48

—

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

2.93

—

Standard deviation, backtest period (backtest)

13.91%

—

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

14.62%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

115

—

Rebalance corridor width

3.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

163

—

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