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Combined K-1 Free Nasdaq 3x with Inverse and Bonds 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)

bonds/income, daily rebalance, leveraged & inverse etfs, mean reversion, momentum, risk-on/risk-off, tactical, tech-tilted, trend + rsi

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)

0.07

—

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

1.29

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

50.26

—

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

53.39

—

Daily win rate, backtest period (backtest)

55.58%

—

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

54.82%

—

Backtest

Backtest final value (from $10,000)

$216k

—

Backtest regulatory fees

$911

—

Backtest slippage cost

$6,717

—

Returns

Backtest length

1,344

—

Out-of-sample length

737

—

Return, backtest period (annualized) (backtest)

77.84%

—

Return, backtest period (cumulative) (backtest)

2060%

—

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

32.16%

103.09%

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

126.27%

4.90%

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

-0.06%

—

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

1.34%

-4.41%

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

0.01%

—

Return, trailing 1 year (backtest)

-6.63%

—

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

-6.63%

0.00%

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

-0.00%

—

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

6.15%

0.00%

SPY annualized return over the backtest window (backtest)

13.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.81

—

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

0.75

64.30

Maximum drawdown, backtest period (backtest)

-43.06%

—

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

-43.06%

-1.60%

Sharpe ratio, backtest period (backtest)

1.62

—

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

0.85

6.66

Sortino ratio, backtest period (backtest)

2.64

—

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

1.33

—

Standard deviation, backtest period (backtest)

40.69%

—

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

43.76%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

weekly

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