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Global 60/25/15 Portfolio with Listed Private Equity vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

60/40 core, alternatives & diversifiers, global multi-asset, inflation hedges, private equity tilt, quarterly rebalance

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.01

—

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

0.69

—

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

0.95

—

Trading activity

Annualized turnover, backtest period (backtest)

0.63

—

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

0.65

—

Daily win rate, backtest period (backtest)

55.59%

—

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

54.13%

—

Backtest

Backtest final value (from $10,000)

$29k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

2,747

—

Out-of-sample length

1,173

—

Return, backtest period (annualized) (backtest)

10.10%

—

Return, backtest period (cumulative) (backtest)

185.69%

—

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

9.43%

11.23%

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

51.83%

0.81%

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

-0.64%

—

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

-1.29%

0.00%

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

-1.13%

—

Return, trailing 1 year (backtest)

8.28%

—

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

10.61%

0.00%

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

-1.09%

—

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

0.59%

0.00%

SPY annualized return over the backtest window (backtest)

14.73%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.38

—

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

0.48

14.66

Maximum drawdown, backtest period (backtest)

-26.44%

—

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

-19.53%

-0.77%

Sharpe ratio, backtest period (backtest)

0.84

—

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

0.79

3.90

Sortino ratio, backtest period (backtest)

1.17

—

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

1.11

—

Standard deviation, backtest period (backtest)

12.39%

—

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

12.44%

2.89%

Holdings

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

0.24

—

Construction

Logic complexity (node count)

—

Rebalance frequency

quarterly

daily

Popularity

Remixes (copies)

115

—

Watchers

328

—

Risk score

Risk rating (Composer data field)

Moderate

—

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