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Lowest-Volatility Pair of AAPL, MSFT, NVDA, AMD with SPXU 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)

3x inverse s&p (spxu), daily rebalance, leveraged tech (aapu/msfu), low-vol filter, nvda/amd, risk-on/risk-off, vix-based trigger

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)

-0.13

—

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

1.90

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

31.87

—

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

32.25

—

Daily win rate, backtest period (backtest)

54.53%

—

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

54.99%

—

Backtest

Backtest final value (from $10,000)

$33k

—

Backtest regulatory fees

$96

—

Backtest slippage cost

$564

—

Returns

Backtest length

1,016

—

Out-of-sample length

711

—

Return, backtest period (annualized) (backtest)

34.67%

—

Return, backtest period (cumulative) (backtest)

232.45%

—

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

21.58%

3.62%

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

73.69%

2.81%

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

-1.28%

—

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

2.47%

0.34%

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

-3.09%

—

Return, trailing 1 year (backtest)

10.23%

—

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

10.25%

6.30%

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

-3.40%

—

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

14.00%

0.95%

SPY annualized return over the backtest window (backtest)

21.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.75

—

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

0.47

331.36

Maximum drawdown, backtest period (backtest)

-46.35%

—

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

-46.34%

-0.01%

Sharpe ratio, backtest period (backtest)

0.94

—

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

0.68

18.06

Sortino ratio, backtest period (backtest)

1.42

—

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

1.01

—

Standard deviation, backtest period (backtest)

40.15%

—

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

40.38%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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