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Kearsarge Tech Tilt with Dollar, Bonds and Vol Hedges vs Rising Rates Volatility Switch Risk-Parity Mix

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/dollar rotation, defensive sleeves, leveraged tech tilt, tactical multi-asset, trend + mean reversion, volatility hedged

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

0.17

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

37.49

—

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

39.04

—

Daily win rate, backtest period (backtest)

59.75%

—

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

57.38%

—

Backtest

Backtest final value (from $10,000)

$436k

—

Backtest regulatory fees

$1,443

—

Backtest slippage cost

$11k

—

Returns

Backtest length

1,866

—

Out-of-sample length

854

—

Return, backtest period (annualized) (backtest)

66.44%

—

Return, backtest period (cumulative) (backtest)

4257%

—

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

19.53%

3.62%

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

83.17%

2.81%

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

0.23%

—

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

2.15%

0.34%

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

0.47%

—

Return, trailing 1 year (backtest)

7.73%

—

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

7.73%

6.30%

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

0.29%

—

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

2.51%

0.95%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.08

—

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

1.79

331.36

Maximum drawdown, backtest period (backtest)

-10.92%

—

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

-10.92%

-0.01%

Sharpe ratio, backtest period (backtest)

2.74

—

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

1.39

18.06

Sortino ratio, backtest period (backtest)

6.78

—

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

2.14

—

Standard deviation, backtest period (backtest)

19.29%

—

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

13.47%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

Construction

Logic complexity (node count)

1,395

—

Rebalance corridor width

13.00%

5.00%

Rebalance frequency

none

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