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Cautious Fund Surfing 55/45 Leveraged Stocks-Bonds Barbell vs Rising Rates Volatility Switch Risk-Parity Mix

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)

daily rebalance, dip buying, leveraged etfs, momentum & volatility filters, multi-model ensemble, risk-on/risk-off, tactical allocation

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)

0.02

—

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

1.48

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

16.17

—

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

13.25

—

Daily win rate, backtest period (backtest)

55.05%

—

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

54.28%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$2,200

—

Backtest slippage cost

$16k

—

Returns

Backtest length

4,169

—

Out-of-sample length

934

—

Return, backtest period (annualized) (backtest)

35.78%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

34.18%

3.62%

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

197.66%

2.81%

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

0.79%

—

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

-0.62%

0.34%

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

1.83%

—

Return, trailing 1 year (backtest)

35.68%

—

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

35.68%

6.30%

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

-0.22%

—

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

1.01%

0.95%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.08

—

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

1.03

331.36

Maximum drawdown, backtest period (backtest)

-33.24%

—

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

-33.24%

-0.01%

Sharpe ratio, backtest period (backtest)

1.43

—

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

1.24

18.06

Sortino ratio, backtest period (backtest)

2.27

—

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

1.96

—

Standard deviation, backtest period (backtest)

23.23%

—

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

26.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

368

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

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