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Magic 7 Top Momentum Single Asset with 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)

commodities, concentrated, energy, equities, gold, inverse bonds, leveraged etf, momentum, rsi-13, single-asset rotation, tactical

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)

0.18

—

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

0.64

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

26.71

—

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

34.28

—

Daily win rate, backtest period (backtest)

56.28%

—

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

56.25%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$2,664

—

Backtest slippage cost

$22k

—

Returns

Backtest length

3,605

—

Out-of-sample length

784

—

Return, backtest period (annualized) (backtest)

40.24%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

32.76%

3.62%

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

141.76%

2.81%

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

0.28%

—

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

4.72%

0.34%

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

-0.27%

—

Return, trailing 1 year (backtest)

29.82%

—

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

29.82%

6.30%

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

-0.26%

—

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

7.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.22

—

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

1.42

331.36

Maximum drawdown, backtest period (backtest)

-33.06%

—

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

-23.00%

-0.01%

Sharpe ratio, backtest period (backtest)

1.54

—

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

1.35

18.06

Sortino ratio, backtest period (backtest)

2.28

—

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

1.96

—

Standard deviation, backtest period (backtest)

23.89%

—

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

22.95%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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