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Dragon-Style Multi-Asset with Crash Insurance vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

bonds, commodities, gold, long-volatility, multi-asset, risk-parity-inspired, tactical equities, tail-hedging, trend-following, us dollar

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.72

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

25.16

—

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

27.00

—

Daily win rate, backtest period (backtest)

59.41%

—

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

58.28%

—

Backtest

Backtest final value (from $10,000)

$675k

—

Backtest regulatory fees

$1,818

—

Backtest slippage cost

$13k

—

Returns

Backtest length

3,200

—

Out-of-sample length

827

—

Return, backtest period (annualized) (backtest)

39.33%

—

Return, backtest period (cumulative) (backtest)

6654%

—

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

24.03%

11.23%

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

102.90%

0.81%

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

0.37%

—

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

1.62%

0.00%

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

0.96%

—

Return, trailing 1 year (backtest)

10.20%

—

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

10.19%

0.00%

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

0.78%

—

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

4.86%

0.00%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.94

—

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

1.82

14.66

Maximum drawdown, backtest period (backtest)

-13.37%

—

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

-13.21%

-0.77%

Sharpe ratio, backtest period (backtest)

2.46

—

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

1.56

3.90

Sortino ratio, backtest period (backtest)

3.98

—

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

2.36

—

Standard deviation, backtest period (backtest)

13.91%

—

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

14.50%

2.89%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

347

—

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