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Monthly Apple/Microsoft Core with Tesla-Nvidia Pick 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)

concentrated us tech, monthly rebalance, short-term momentum, single-stock tilt, usd hedge

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)

0.05

—

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

1.05

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

2.58

—

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

2.80

—

Daily win rate, backtest period (backtest)

56.52%

—

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

55.82%

—

Backtest

Backtest final value (from $10,000)

$437k

—

Backtest regulatory fees

$73

—

Backtest slippage cost

$509

—

Returns

Backtest length

3,220

—

Out-of-sample length

704

—

Return, backtest period (annualized) (backtest)

34.39%

—

Return, backtest period (cumulative) (backtest)

4273%

—

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

26.83%

3.62%

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

94.42%

2.81%

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

0.34%

—

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

4.44%

0.34%

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

0.96%

—

Return, trailing 1 year (backtest)

8.67%

—

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

8.67%

6.30%

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

-0.18%

—

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

10.37%

0.95%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.12

—

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

0.88

331.36

Maximum drawdown, backtest period (backtest)

-30.64%

—

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

-30.64%

-0.01%

Sharpe ratio, backtest period (backtest)

1.45

—

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

1.25

18.06

Sortino ratio, backtest period (backtest)

2.16

—

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

1.91

—

Standard deviation, backtest period (backtest)

22.17%

—

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

20.68%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

monthly

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