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Cash-Plus Risk-On/Off with Crash Insurance vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 12 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-plus, commodities, leveraged etfs, managed futures, risk‑on/off, tactical multi-asset, trend/mean‑reversion, volatility hedged

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Risk metrics

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

1.86

64.30

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

-9.81%

-1.60%

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

1.31

6.66

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

13.56%

11.42%

Construction

Rebalance frequency

daily

weekly

Returns

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

18.25%

103.09%

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

11.16%

4.90%

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

0.58%

-4.41%

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

18.32%

0.00%

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

-4.58%

0.00%

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