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DIAmond Hands: Dow 3x Long/Short with Gold and Treasuries vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

dow 30, gold, hedged, inflation regime, leveraged etfs, rsi, tactical rotation, treasuries, trend following

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

1.27

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

36.29

—

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

53.97

—

Daily win rate, backtest period (backtest)

53.61%

—

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

54.06%

—

Backtest

Backtest final value (from $10,000)

$389k

—

Backtest regulatory fees

$1,283

—

Backtest slippage cost

$11k

—

Returns

Backtest length

3,507

—

Out-of-sample length

579

—

Return, backtest period (annualized) (backtest)

30.08%

—

Return, backtest period (cumulative) (backtest)

3789%

—

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

41.51%

76.55%

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

122.36%

3.91%

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

0.87%

—

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

-1.29%

0.00%

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

0.98%

—

Return, trailing 1 year (backtest)

50.04%

—

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

50.04%

0.00%

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

-0.27%

—

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

-3.14%

0.00%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.85

—

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

1.59

180.23

Maximum drawdown, backtest period (backtest)

-35.46%

—

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

-26.17%

-0.42%

Sharpe ratio, backtest period (backtest)

1.06

—

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

1.27

9.00

Sortino ratio, backtest period (backtest)

1.81

—

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

2.16

—

Standard deviation, backtest period (backtest)

28.54%

—

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

30.96%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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