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Metals Contrarian: Worst 10-Day Metal or Steel ETF (B) 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 rebalancing, mean reversion, precious metals, sector rotation, single-etf, steel equities

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)

0.38

—

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

1.45

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

72.67

—

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

91.83

—

Daily win rate, backtest period (backtest)

52.61%

—

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

59.04%

—

Backtest

Backtest final value (from $10,000)

$103k

—

Backtest regulatory fees

$840

—

Backtest slippage cost

$5,749

—

Returns

Backtest length

4,203

—

Out-of-sample length

354

—

Return, backtest period (annualized) (backtest)

14.98%

—

Return, backtest period (cumulative) (backtest)

926.64%

—

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

86.41%

3.62%

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

140.45%

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)

78.98%

—

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

78.98%

6.30%

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

-6.30%

—

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

19.85%

0.95%

SPY annualized return over the backtest window (backtest)

14.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.27

—

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

3.71

331.36

Maximum drawdown, backtest period (backtest)

-56.12%

—

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

-23.32%

-0.01%

Sharpe ratio, backtest period (backtest)

0.60

—

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

1.83

18.06

Sortino ratio, backtest period (backtest)

0.86

—

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

2.74

—

Standard deviation, backtest period (backtest)

31.23%

—

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

38.19%

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)

112

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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