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Dividend ETFs with Tactical Leveraged Tech Sleeve vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

dividends, leveraged etfs, momentum/rsi, risk-on/off, tactical allocation, treasuries, us equities, volatility hedging

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)

1.44

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

14.15

—

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

18.92

—

Daily win rate, backtest period (backtest)

55.61%

—

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

53.01%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$1,991

—

Backtest slippage cost

$16k

—

Returns

Backtest length

3,100

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

47.18%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

18.43%

103.09%

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

80.54%

4.90%

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

0.84%

—

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

7.55%

-4.41%

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

-0.20%

—

Return, trailing 1 year (backtest)

12.11%

—

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

12.10%

0.00%

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

1.86%

—

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

9.41%

0.00%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.54

—

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

0.60

64.30

Maximum drawdown, backtest period (backtest)

-30.56%

—

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

-30.56%

-1.60%

Sharpe ratio, backtest period (backtest)

1.33

—

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

0.67

6.66

Sortino ratio, backtest period (backtest)

2.05

—

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

1.01

—

Standard deviation, backtest period (backtest)

33.16%

—

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

33.55%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

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