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Metals Contrarian: Buy Biggest Dip, Gold to Steel (A) 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, contrarian, daily rebalance, industrial metals, mean reversion, metals, precious metals, rotation, single-position

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)

0.41

—

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

1.04

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

84.88

—

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

93.84

—

Daily win rate, backtest period (backtest)

52.69%

—

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

59.11%

—

Backtest

Backtest final value (from $10,000)

$2.1B

—

Backtest regulatory fees

$10.6M

—

Backtest slippage cost

$101.3M

—

Returns

Backtest length

3,735

—

Out-of-sample length

384

—

Return, backtest period (annualized) (backtest)

128.28%

—

Return, backtest period (cumulative) (backtest)

20629k%

—

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

78.97%

3.62%

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

143.32%

2.81%

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

1.37%

—

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

-8.70%

0.34%

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

-2.26%

—

Return, trailing 1 year (backtest)

66.54%

—

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

66.44%

6.30%

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

-6.30%

—

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

21.91%

0.95%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.71

—

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

3.45

331.36

Maximum drawdown, backtest period (backtest)

-47.29%

—

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

-22.86%

-0.01%

Sharpe ratio, backtest period (backtest)

1.40

—

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

1.72

18.06

Sortino ratio, backtest period (backtest)

4.69

—

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

2.54

—

Standard deviation, backtest period (backtest)

75.03%

—

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

38.18%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

106

—

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