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Feaver Frontrunner KMLM Regime Tech Rotation 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)

leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility hedge

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)

0.88

—

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

1.24

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

55.50

—

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

49.73

—

Daily win rate, backtest period (backtest)

57.17%

—

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

55.34%

—

Backtest

Backtest final value (from $10,000)

$117.4M

—

Backtest regulatory fees

$142k

—

Backtest slippage cost

$1.3M

—

Returns

Backtest length

1,450

—

Out-of-sample length

524

—

Return, backtest period (annualized) (backtest)

409.05%

—

Return, backtest period (cumulative) (backtest)

1173k%

—

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

129.06%

3.62%

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

462.21%

2.81%

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

-0.22%

—

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

-11.47%

0.34%

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

-5.98%

—

Return, trailing 1 year (backtest)

105.48%

—

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

105.44%

6.30%

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

-1.30%

—

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

33.95%

0.95%

SPY annualized return over the backtest window (backtest)

15.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.00

—

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

3.16

331.36

Maximum drawdown, backtest period (backtest)

-40.90%

—

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

-40.90%

-0.01%

Sharpe ratio, backtest period (backtest)

2.65

—

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

1.46

18.06

Sortino ratio, backtest period (backtest)

4.45

—

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

2.23

—

Standard deviation, backtest period (backtest)

70.99%

—

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

77.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.42

—

Construction

Logic complexity (node count)

204

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

271

—

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