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Dividends 30/70 with Black Swan Catcher 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)

dip-buying (rsi), dividend focus, income + tactical, leveraged etfs, managed futures, volatility hedge

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)

1.30

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

17.69

—

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

13.35

—

Daily win rate, backtest period (backtest)

57.56%

—

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

57.04%

—

Backtest

Backtest final value (from $10,000)

$276k

—

Backtest regulatory fees

$334

—

Backtest slippage cost

$2,276

—

Returns

Backtest length

1,866

—

Out-of-sample length

973

—

Return, backtest period (annualized) (backtest)

56.53%

—

Return, backtest period (cumulative) (backtest)

2665%

—

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

35.10%

103.09%

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

219.85%

4.90%

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

0.97%

—

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

1.00%

-4.41%

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

0.95%

—

Return, trailing 1 year (backtest)

38.82%

—

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

38.82%

0.00%

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

0.33%

—

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

5.64%

0.00%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.02

—

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

1.25

64.30

Maximum drawdown, backtest period (backtest)

-27.98%

—

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

-27.98%

-1.60%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.23

6.66

Sortino ratio, backtest period (backtest)

3.50

—

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

2.40

—

Standard deviation, backtest period (backtest)

28.68%

—

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

27.36%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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