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Dragon-Style All-Weather with Tactical Bonds vs Rising Rates Volatility Switch Risk-Parity 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)

all-weather, gold/commodities, leveraged etfs, long-volatility hedge, risk parity, tactical bonds, trend/momentum, us dollar

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.72

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

20.78

—

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

22.29

—

Daily win rate, backtest period (backtest)

56.69%

—

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

55.29%

—

Backtest

Backtest final value (from $10,000)

$246k

—

Backtest regulatory fees

$636

—

Backtest slippage cost

$4,531

—

Returns

Backtest length

3,200

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

28.69%

—

Return, backtest period (cumulative) (backtest)

2364%

—

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

19.72%

3.62%

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

87.48%

2.81%

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

0.75%

—

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

0.13%

0.34%

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

0.81%

—

Return, trailing 1 year (backtest)

2.03%

—

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

2.03%

6.30%

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

0.08%

—

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

1.26%

0.95%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.01

—

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

1.71

331.36

Maximum drawdown, backtest period (backtest)

-14.25%

—

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

-11.54%

-0.01%

Sharpe ratio, backtest period (backtest)

1.95

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

3.26

—

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

2.03

—

Standard deviation, backtest period (backtest)

13.41%

—

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

15.18%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

209

—

Rebalance corridor width

2.00%

5.00%

Rebalance frequency

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