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Concentrated Big-Tech Buy-and-Hold Led by AMZN and NFLX 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)

buy-and-hold, concentrated us equities, large-cap growth, stock-picking, tech & internet

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)

0.04

—

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

1.13

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

1.18

—

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

1.25

—

Daily win rate, backtest period (backtest)

55.38%

—

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

54.14%

—

Backtest

Backtest final value (from $10,000)

$176k

—

Backtest regulatory fees

—

Backtest slippage cost

$14

—

Returns

Backtest length

3,153

—

Out-of-sample length

918

—

Return, backtest period (annualized) (backtest)

25.74%

—

Return, backtest period (cumulative) (backtest)

1658%

—

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

27.93%

3.62%

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

145.54%

2.81%

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

1.25%

—

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

1.79%

0.34%

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

2.98%

—

Return, trailing 1 year (backtest)

4.20%

—

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

4.69%

6.30%

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

2.03%

—

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

8.63%

0.95%

SPY annualized return over the backtest window (backtest)

14.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.56

—

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

1.26

331.36

Maximum drawdown, backtest period (backtest)

-45.70%

—

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

-22.13%

-0.01%

Sharpe ratio, backtest period (backtest)

1.02

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

1.47

—

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

1.82

—

Standard deviation, backtest period (backtest)

25.73%

—

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

22.11%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

5.00%

Rebalance frequency

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