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Medium Aggressive Retirement Growth, Yield and Preservation 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)

medium aggressive, multi-asset, retirement, risk-managed, tactical allocation, trend/momentum, volatility targeting

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)

0.07

—

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

0.59

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

8.55

—

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

5.85

—

Daily win rate, backtest period (backtest)

57.47%

—

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

57.48%

—

Backtest

Backtest final value (from $10,000)

$93k

—

Backtest regulatory fees

$111

—

Backtest slippage cost

$716

—

Returns

Backtest length

3,790

—

Out-of-sample length

856

—

Return, backtest period (annualized) (backtest)

15.94%

—

Return, backtest period (cumulative) (backtest)

825.42%

—

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

20.00%

103.09%

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

85.92%

4.90%

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

0.54%

—

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

-0.19%

-4.41%

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

0.96%

—

Return, trailing 1 year (backtest)

14.68%

—

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

14.68%

0.00%

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

0.10%

—

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

3.37%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.42

—

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

2.12

64.30

Maximum drawdown, backtest period (backtest)

-11.20%

—

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

-9.44%

-1.60%

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.55

6.66

Sortino ratio, backtest period (backtest)

2.14

—

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

2.36

—

Standard deviation, backtest period (backtest)

10.69%

—

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

12.30%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

100

—

Rebalance corridor width

12.00%

—

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