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Concentrated Quantum, AI and Semis Growth with QQQ Toggle vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

ai & semiconductors, concentrated tech, fintech, nasdaq tilt, quantum computing, t-bills defense, tactical momentum

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

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)

2.45

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

0.00

—

Daily win rate, backtest period (backtest)

53.25%

—

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

55.42%

—

Backtest

Backtest final value (from $10,000)

$80k

—

Backtest regulatory fees

$50

—

Backtest slippage cost

$93

—

Returns

Backtest length

1,448

—

Out-of-sample length

323

—

Return, backtest period (annualized) (backtest)

43.67%

—

Return, backtest period (cumulative) (backtest)

703.13%

—

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

63.29%

138.64%

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

87.84%

3.87%

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

0.26%

—

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

1.15%

8.12%

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

-2.53%

—

Return, trailing 1 year (backtest)

23.04%

—

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

23.05%

0.00%

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

-3.64%

—

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

-2.12%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.72

—

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

2.50

51.98

Maximum drawdown, backtest period (backtest)

-60.34%

—

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

-25.36%

-2.67%

Sharpe ratio, backtest period (backtest)

1.10

—

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

1.45

4.29

Sortino ratio, backtest period (backtest)

1.69

—

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

2.21

—

Standard deviation, backtest period (backtest)

40.29%

—

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

39.11%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

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