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Cautious Fund Surfing 3x Blend with Yes Pop Trades vs Rising Rates Volatility Switch Risk-Parity Mix

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target: Equities

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Hedge / defensive overlay: Bonds / Treasuries

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Hedge / defensive overlay: Cash / T-bills

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Leverage use

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Volatility regime (VIX)

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Weighting scheme

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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 etfs, momentum/rsi timing, tactical allocation, tech tilt, treasury hedges, volatility targeting

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.07

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

1.74

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

0.82

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Trading activity

Annualized turnover, backtest period (backtest)

25.04

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

26.49

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Daily win rate, backtest period (backtest)

57.30%

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

55.99%

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Backtest

Backtest final value (from $10,000)

$8.6M

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Backtest regulatory fees

$17k

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Backtest slippage cost

$123k

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Returns

Backtest length

4,190

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Out-of-sample length

609

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Return, backtest period (annualized) (backtest)

50.15%

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Return, backtest period (cumulative) (backtest)

86k%

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

23.52%

3.62%

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

66.75%

2.81%

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

0.32%

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

5.55%

0.34%

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

0.16%

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Return, trailing 1 year (backtest)

27.49%

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

27.47%

6.30%

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

-0.51%

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

10.63%

0.95%

SPY annualized return over the backtest window (backtest)

14.62%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.33

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

0.62

331.36

Maximum drawdown, backtest period (backtest)

-37.69%

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

-37.69%

-0.01%

Sharpe ratio, backtest period (backtest)

1.65

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

0.79

18.06

Sortino ratio, backtest period (backtest)

2.58

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

1.22

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Standard deviation, backtest period (backtest)

26.82%

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

33.67%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

0.42

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Construction

Logic complexity (node count)

1,145

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Rebalance corridor width

10.00%

5.00%

Rebalance frequency

none

Popularity

Remixes (copies)

—

Watchers

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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