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Monthly YieldMax Single-Stock Income ETF Momentum 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)

momentum, monthly rotation, option income, single-stock etfs, tactical allocation, tech mega-cap

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)

0.00

—

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

1.47

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

8.48

—

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

8.23

—

Daily win rate, backtest period (backtest)

54.46%

—

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

53.98%

—

Backtest

Backtest final value (from $10,000)

$20k

—

Backtest regulatory fees

$20

—

Backtest slippage cost

$103

—

Returns

Backtest length

773

—

Out-of-sample length

704

—

Return, backtest period (annualized) (backtest)

24.86%

—

Return, backtest period (cumulative) (backtest)

97.76%

—

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

24.36%

103.09%

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

84.03%

4.90%

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

-0.40%

—

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

-3.55%

-4.41%

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

-1.45%

—

Return, trailing 1 year (backtest)

-25.76%

—

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

-25.76%

0.00%

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

-4.84%

—

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

-16.60%

0.00%

SPY annualized return over the backtest window (backtest)

21.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.56

—

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

0.55

64.30

Maximum drawdown, backtest period (backtest)

-44.34%

—

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

-44.34%

-1.60%

Sharpe ratio, backtest period (backtest)

0.76

—

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

0.74

6.66

Sortino ratio, backtest period (backtest)

1.12

—

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

1.10

—

Standard deviation, backtest period (backtest)

39.78%

—

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

40.85%

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

monthly

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