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Gain Train ETF Semiconductor with Gold and Cash Fallback 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)

commodities, gold, leveraged semiconductors, macro risk-on/off, momentum/mean‑reversion, sector rotation, tactical etf rotation, us dollar

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)

0.08

—

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

1.33

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

37.11

—

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

30.62

—

Daily win rate, backtest period (backtest)

55.12%

—

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

57.70%

—

Backtest

Backtest final value (from $10,000)

$6.0M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$93k

—

Returns

Backtest length

3,206

—

Out-of-sample length

740

—

Return, backtest period (annualized) (backtest)

65.37%

—

Return, backtest period (cumulative) (backtest)

60k%

—

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

40.12%

3.62%

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

169.66%

2.81%

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

0.26%

—

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

0.94%

0.34%

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

1.27%

—

Return, trailing 1 year (backtest)

56.06%

—

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

56.05%

6.30%

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

0.45%

—

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

-0.35%

0.95%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.25

—

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

1.38

331.36

Maximum drawdown, backtest period (backtest)

-29.07%

—

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

-29.07%

-0.01%

Sharpe ratio, backtest period (backtest)

1.68

—

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

1.10

18.06

Sortino ratio, backtest period (backtest)

2.88

—

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

2.14

—

Standard deviation, backtest period (backtest)

33.09%

—

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

36.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

192

—

Rebalance corridor width

3.00%

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