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JEPQ Income Core with Treasury and Long/Short Nasdaq 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)

bond hedge, leveraged and inverse etfs, momentum and mean reversion, options income, regime switching, tactical allocation

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)

0.97

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

31.71

—

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

26.25

—

Daily win rate, backtest period (backtest)

58.89%

—

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

58.80%

—

Backtest

Backtest final value (from $10,000)

$53k

—

Backtest regulatory fees

$100

—

Backtest slippage cost

$777

—

Returns

Backtest length

1,102

—

Out-of-sample length

716

—

Return, backtest period (annualized) (backtest)

46.41%

—

Return, backtest period (cumulative) (backtest)

430.45%

—

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

26.05%

103.09%

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

93.24%

4.90%

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

0.26%

—

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

3.15%

-4.41%

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

0.08%

—

Return, trailing 1 year (backtest)

35.87%

—

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

35.87%

0.00%

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

0.69%

—

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

4.80%

0.00%

SPY annualized return over the backtest window (backtest)

18.61%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.18

—

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

1.22

64.30

Maximum drawdown, backtest period (backtest)

-21.29%

—

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

-21.29%

-1.60%

Sharpe ratio, backtest period (backtest)

1.65

—

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

1.11

6.66

Sortino ratio, backtest period (backtest)

2.91

—

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

1.93

—

Standard deviation, backtest period (backtest)

24.90%

—

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

23.35%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

107

—

Rebalance corridor width

1.00%

—

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