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Merged Dip-and-Rip Leveraged Tech with ARK and Currencies vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

bonds-guided, leveraged etfs, multi-asset, regime-switching, rsi/short-term momentum, tactical, tech/semis focus, volatility hedging

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.24

—

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

1.82

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

144.44

—

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

136.84

—

Daily win rate, backtest period (backtest)

53.89%

—

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

50.06%

—

Backtest

Backtest final value (from $10,000)

$3.2M

—

Backtest regulatory fees

$27k

—

Backtest slippage cost

$217k

—

Returns

Backtest length

1,093

—

Out-of-sample length

895

—

Return, backtest period (annualized) (backtest)

278.34%

—

Return, backtest period (cumulative) (backtest)

32k%

—

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

35.60%

138.64%

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

195.29%

3.87%

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

-1.68%

—

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

-4.77%

8.12%

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

-5.46%

—

Return, trailing 1 year (backtest)

-5.82%

—

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

-5.85%

0.00%

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

-5.51%

—

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

55.57%

0.00%

SPY annualized return over the backtest window (backtest)

17.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.17

—

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

0.53

51.98

Maximum drawdown, backtest period (backtest)

-66.67%

—

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

-66.67%

-2.67%

Sharpe ratio, backtest period (backtest)

1.98

—

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

0.76

4.29

Sortino ratio, backtest period (backtest)

3.53

—

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

1.27

—

Standard deviation, backtest period (backtest)

84.28%

—

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

83.47%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

1,308

—

Rebalance corridor width

—

10.00%

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