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Inflation Spiral Hedge (Staples, Commodities, Gold) vs Better Than a CD: Tech Trend with T-Bill Defense

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, consumer staples, defensive, gold, inflation hedge, short treasuries, stagflation

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.18

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

0.78

—

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

0.91

—

Daily win rate, backtest period (backtest)

54.01%

—

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

55.36%

—

Backtest

Backtest final value (from $10,000)

$29k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,310

—

Out-of-sample length

1,167

—

Return, backtest period (annualized) (backtest)

6.39%

—

Return, backtest period (cumulative) (backtest)

188.68%

—

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

12.73%

4.85%

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

74.29%

4.53%

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

0.35%

—

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

0.70%

0.38%

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

1.52%

—

Return, trailing 1 year (backtest)

22.52%

—

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

22.52%

6.30%

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

0.82%

—

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

8.01%

1.75%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.26

—

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

1.43

9.16

Maximum drawdown, backtest period (backtest)

-24.25%

—

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

-8.89%

-0.53%

Sharpe ratio, backtest period (backtest)

0.69

—

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

1.33

3.47

Sortino ratio, backtest period (backtest)

0.95

—

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

1.92

—

Standard deviation, backtest period (backtest)

9.66%

—

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

9.36%

1.37%

Holdings

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

0.26

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

168

—

Watchers

347

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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