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Hedge Fund 13F Holdings Index vs Axiom Growth Core with UVXY Hedge and Shipping Signal

Every published figureShow 44 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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concentrated growth, leveraged etfs, macro (shipping/bdry), momentum/rsi, risk-on/risk-off, tactical shorting, volatility hedge

Asset classes / instruments

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equities

Market-relative

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

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0.17

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

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0.59

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

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0.41

Trading activity

Annualized turnover, backtest period (backtest)

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36.16

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

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27.97

Daily win rate, backtest period (backtest)

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56.08%

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

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53.06%

Backtest

Backtest final value (from $10,000)

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$1.8M

Backtest regulatory fees

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$3,120

Backtest slippage cost

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$26k

Returns

Backtest length

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1,890

Out-of-sample length

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507

Return, backtest period (annualized) (backtest)

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100.49%

Return, backtest period (cumulative) (backtest)

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18k%

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

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28.47%

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

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65.70%

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

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0.57%

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

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4.73%

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

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0.37%

Return, trailing 1 year (backtest)

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16.94%

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

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16.94%

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

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1.66%

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

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8.79%

SPY annualized return over the backtest window (backtest)

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15.93%

Risk metrics

Calmar ratio, backtest period (backtest)

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6.06

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

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1.95

Maximum drawdown, backtest period (backtest)

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-16.59%

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

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-14.59%

Sharpe ratio, backtest period (backtest)

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2.41

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

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1.18

Sortino ratio, backtest period (backtest)

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4.43

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

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1.91

Standard deviation, backtest period (backtest)

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30.88%

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

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23.67%

Quality

Community review status

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ACTIVE

Holdings

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

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0.23

Construction

Logic complexity (node count)

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341

Rebalance corridor width

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10.00%

Rebalance frequency

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none

Rebalancing (methodology text)

Quarterly filings

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Popularity

Remixes (copies)

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Watchers

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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