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Four Corners Tech-Utilities Regime with Panic Layers 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)

defensive hedging, leveraged/inverse etfs, momentum/mean‑reversion, regime switching, tactical multi-asset etfs, volatility control

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)

0.05

—

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

1.22

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

39.21

—

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

53.00

—

Daily win rate, backtest period (backtest)

56.60%

—

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

52.62%

—

Backtest

Backtest final value (from $10,000)

$9.5M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$259k

—

Returns

Backtest length

3,790

—

Out-of-sample length

629

—

Return, backtest period (annualized) (backtest)

57.70%

—

Return, backtest period (cumulative) (backtest)

95k%

—

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

26.23%

3.62%

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

79.01%

2.81%

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

0.68%

—

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

-1.62%

0.34%

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

0.69%

—

Return, trailing 1 year (backtest)

5.24%

—

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

5.22%

6.30%

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

0.16%

—

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

9.89%

0.95%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.74

—

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

1.25

331.36

Maximum drawdown, backtest period (backtest)

-21.02%

—

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

-21.02%

-0.01%

Sharpe ratio, backtest period (backtest)

2.00

—

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

0.88

18.06

Sortino ratio, backtest period (backtest)

3.53

—

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

1.72

—

Standard deviation, backtest period (backtest)

24.17%

—

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

32.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

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