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Drawdown Hedge Layered 3x Mix with Fund Surfing vs 100% SGOV Treasury Bill Cash Holder

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)

leveraged/inverse etfs, oil/commodities, risk-on/risk-off, tactical allocation, treasuries, trend + momentum, t‑bills cash, us stocks, volatility hedge

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

0.69

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

36.81

—

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

42.06

—

Daily win rate, backtest period (backtest)

55.14%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$17.0M

—

Backtest regulatory fees

$45k

—

Backtest slippage cost

$406k

—

Returns

Backtest length

3,765

—

Out-of-sample length

1,012

—

Return, backtest period (annualized) (backtest)

64.48%

—

Return, backtest period (cumulative) (backtest)

170k%

—

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

29.33%

3.61%

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

181.21%

0.76%

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

0.60%

—

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

-0.82%

0.32%

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

0.68%

—

Return, trailing 1 year (backtest)

36.62%

—

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

36.60%

0.00%

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

-0.28%

—

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

7.72%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.67

—

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

0.76

45148.96

Maximum drawdown, backtest period (backtest)

-38.70%

—

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

-38.71%

-0.00%

Sharpe ratio, backtest period (backtest)

1.52

—

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

1.09

20.28

Sortino ratio, backtest period (backtest)

2.96

—

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

1.64

—

Standard deviation, backtest period (backtest)

37.06%

—

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

27.01%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.49

—

Construction

Logic complexity (node count)

110

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

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