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Double Pop Bots Fund Surfing with VXX and Treasuries vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

bonds vs stocks, leveraged etfs, mean reversion, tactical rotation, trend following, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

2.13

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

56.61

—

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

49.09

—

Daily win rate, backtest period (backtest)

55.22%

—

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

52.05%

—

Backtest

Backtest final value (from $10,000)

$15.1M

—

Backtest regulatory fees

$32k

—

Backtest slippage cost

$278k

—

Returns

Backtest length

2,193

—

Out-of-sample length

611

—

Return, backtest period (annualized) (backtest)

131.74%

—

Return, backtest period (cumulative) (backtest)

150k%

—

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

52.41%

261.52%

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

178.27%

6.85%

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

-0.12%

—

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

3.43%

1.95%

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

-0.43%

—

Return, trailing 1 year (backtest)

82.83%

—

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

82.81%

0.00%

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

1.63%

—

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

6.14%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.02

—

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

1.20

376.45

Maximum drawdown, backtest period (backtest)

-43.65%

—

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

-43.66%

-0.69%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.13

7.79

Sortino ratio, backtest period (backtest)

3.31

—

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

1.88

—

Standard deviation, backtest period (backtest)

50.04%

—

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

46.80%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

236

—

Rebalance corridor width

15.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

178

—

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