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Microsoft Income ETF (MSFO) with BTAL/T-Bill Switch vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

defensive hedging, momentum filter, option income, risk management, tactical allocation

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)

0.08

—

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

0.65

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

28.43

—

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

28.60

—

Daily win rate, backtest period (backtest)

53.74%

—

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

52.20%

—

Backtest

Backtest final value (from $10,000)

$20k

—

Backtest regulatory fees

$48

—

Backtest slippage cost

$267

—

Returns

Backtest length

789

—

Out-of-sample length

705

—

Return, backtest period (annualized) (backtest)

24.47%

—

Return, backtest period (cumulative) (backtest)

98.62%

—

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

18.58%

103.09%

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

60.53%

4.90%

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

2.12%

—

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

7.17%

-4.41%

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

1.70%

—

Return, trailing 1 year (backtest)

12.93%

—

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

9.40%

0.00%

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

3.77%

—

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

32.61%

0.00%

SPY annualized return over the backtest window (backtest)

20.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

0.63

64.30

Maximum drawdown, backtest period (backtest)

-29.70%

—

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

-29.70%

-1.60%

Sharpe ratio, backtest period (backtest)

1.13

—

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

0.88

6.66

Sortino ratio, backtest period (backtest)

1.75

—

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

1.42

—

Standard deviation, backtest period (backtest)

21.50%

—

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

22.12%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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