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Classic 60/40 Stocks and Bonds (VTI/BND) vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

60/40, asset allocation, diversified, low-cost, passive core, quarterly rebalance, stocks and bonds, us-focused

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

Asset classes / instruments

equities

Market-relative

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

-0.01

—

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

0.64

—

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

0.97

—

Trading activity

Annualized turnover, backtest period (backtest)

0.58

—

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

0.51

—

Daily win rate, backtest period (backtest)

55.51%

—

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

53.11%

—

Backtest

Backtest final value (from $10,000)

$45k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,913

—

Out-of-sample length

1,173

—

Return, backtest period (annualized) (backtest)

8.03%

—

Return, backtest period (cumulative) (backtest)

351.26%

—

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

8.57%

103.09%

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

46.41%

4.90%

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

-0.68%

—

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

0.48%

-4.41%

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

-0.76%

—

Return, trailing 1 year (backtest)

8.02%

—

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

9.38%

0.00%

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

-0.40%

—

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

0.82%

0.00%

SPY annualized return over the backtest window (backtest)

10.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.23

—

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

0.49

64.30

Maximum drawdown, backtest period (backtest)

-35.17%

—

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

-17.58%

-1.60%

Sharpe ratio, backtest period (backtest)

0.72

—

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

0.78

6.66

Sortino ratio, backtest period (backtest)

1.01

—

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

1.11

—

Standard deviation, backtest period (backtest)

11.74%

—

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

11.33%

11.42%

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance frequency

quarterly

weekly

Popularity

Remixes (copies)

245

—

Watchers

453

—

Risk score

Risk rating (Composer data field)

Moderate

—

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