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New Age 60/40 Bond and Stock Timing 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)

bonds timing, dynamic asset allocation, leveraged etfs, momentum, risk hedging, tactical 60/40, trend-following, volatility regime

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)

0.01

—

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

0.87

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

17.27

—

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

19.21

—

Daily win rate, backtest period (backtest)

58.91%

—

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

57.19%

—

Backtest

Backtest final value (from $10,000)

$704k

—

Backtest regulatory fees

$1,520

—

Backtest slippage cost

$11k

—

Returns

Backtest length

3,200

—

Out-of-sample length

827

—

Return, backtest period (annualized) (backtest)

39.78%

—

Return, backtest period (cumulative) (backtest)

6940%

—

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

19.36%

3.62%

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

78.86%

2.81%

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

0.12%

—

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

3.17%

0.34%

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

0.75%

—

Return, trailing 1 year (backtest)

7.42%

—

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

7.41%

6.30%

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

0.76%

—

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

5.58%

0.95%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.26

—

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

1.10

331.36

Maximum drawdown, backtest period (backtest)

-17.57%

—

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

-17.58%

-0.01%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.20

18.06

Sortino ratio, backtest period (backtest)

3.14

—

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

1.76

—

Standard deviation, backtest period (backtest)

17.21%

—

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

15.80%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

Construction

Logic complexity (node count)

365

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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