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JEPI Jedi 30% Income Base with Beaten-Down Add-On vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

bonds vs rates signal, income (covered calls), leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, volatility etfs

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.05

—

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

1.67

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

47.90

—

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

46.56

—

Daily win rate, backtest period (backtest)

55.86%

—

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

53.84%

—

Backtest

Backtest final value (from $10,000)

$335k

—

Backtest regulatory fees

$1,081

—

Backtest slippage cost

$7,527

—

Returns

Backtest length

1,604

—

Out-of-sample length

886

—

Return, backtest period (annualized) (backtest)

73.56%

—

Return, backtest period (cumulative) (backtest)

3250%

—

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

40.35%

103.09%

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

229.70%

4.90%

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

1.56%

—

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

0.02%

-4.41%

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

1.28%

—

Return, trailing 1 year (backtest)

51.69%

—

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

51.69%

0.00%

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

2.01%

—

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

4.33%

0.00%

SPY annualized return over the backtest window (backtest)

18.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.00

—

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

1.09

64.30

Maximum drawdown, backtest period (backtest)

-36.87%

—

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

-36.87%

-1.60%

Sharpe ratio, backtest period (backtest)

1.75

—

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

1.15

6.66

Sortino ratio, backtest period (backtest)

2.70

—

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

1.70

—

Standard deviation, backtest period (backtest)

35.09%

—

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

34.73%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

weekly

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