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Dragon-Style Stocks, Bonds, Gold and VIX Hedge vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

all-weather, leveraged etfs, momentum, multi-asset, risk-parity, tactical allocation, tail-risk hedge, trend-following, 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)

0.09

—

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

0.77

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

24.97

—

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

26.88

—

Daily win rate, backtest period (backtest)

59.62%

—

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

58.40%

—

Backtest

Backtest final value (from $10,000)

$725k

—

Backtest regulatory fees

$1,882

—

Backtest slippage cost

$14k

—

Returns

Backtest length

3,200

—

Out-of-sample length

827

—

Return, backtest period (annualized) (backtest)

40.11%

—

Return, backtest period (cumulative) (backtest)

7153%

—

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

25.68%

103.09%

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

111.92%

4.90%

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

0.40%

—

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

1.80%

-4.41%

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

0.98%

—

Return, trailing 1 year (backtest)

11.81%

—

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

11.80%

0.00%

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

0.85%

—

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

5.36%

0.00%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.75

—

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

1.77

64.30

Maximum drawdown, backtest period (backtest)

-14.58%

—

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

-14.54%

-1.60%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.58

6.66

Sortino ratio, backtest period (backtest)

3.96

—

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

2.43

—

Standard deviation, backtest period (backtest)

14.28%

—

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

15.21%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

309

—

Rebalance frequency

daily

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