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Hedgefundie Semis Barbell with T-Bills and Short-Vol vs 100% SGOV Treasury Bill Cash Holder

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)

barbell, cash/t-bills, leveraged etfs, semiconductors, short long-term treasuries, short volatility

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

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)

1.75

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

1.23

—

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

1.14

—

Daily win rate, backtest period (backtest)

57.01%

—

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

58.37%

—

Backtest

Backtest final value (from $10,000)

$283k

—

Backtest regulatory fees

$87

—

Backtest slippage cost

$386

—

Returns

Backtest length

3,775

—

Out-of-sample length

836

—

Return, backtest period (annualized) (backtest)

24.99%

—

Return, backtest period (cumulative) (backtest)

2729%

—

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

37.41%

3.61%

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

187.32%

0.76%

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

-0.34%

—

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

5.05%

0.32%

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

-3.49%

—

Return, trailing 1 year (backtest)

73.43%

—

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

73.43%

0.00%

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

-1.20%

—

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

-0.62%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

0.97

45148.96

Maximum drawdown, backtest period (backtest)

-38.73%

—

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

-38.73%

-0.00%

Sharpe ratio, backtest period (backtest)

0.92

—

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

1.16

20.28

Sortino ratio, backtest period (backtest)

1.29

—

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

1.66

—

Standard deviation, backtest period (backtest)

28.75%

—

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

31.83%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

daily

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