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Pershing Square Tracker with VIX Frontrunner vs Axiom 13F Equal-Weight Replica (Tech and AI)

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)

13f replication, consumer/real estate tilt, long/short, momentum/overbought signals, tactical hedging, volatility overlay

13f replication, concentrated growth, large-cap tech, nasdaq-100 exposure, semiconductors

Asset classes / instruments

equities

Market-relative

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

—

0.04

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

—

1.33

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

—

0.90

Trading activity

Annualized turnover, backtest period (backtest)

—

1.17

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

—

1.19

Daily win rate, backtest period (backtest)

—

55.13%

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

—

57.00%

Backtest

Backtest final value (from $10,000)

—

$81k

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

—

1,890

Out-of-sample length

—

507

Return, backtest period (annualized) (backtest)

—

32.08%

Return, backtest period (cumulative) (backtest)

—

706.59%

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

13.53%

28.49%

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

29.23%

65.75%

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

—

0.42%

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

-0.60%

4.47%

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

—

-0.31%

Return, trailing 1 year (backtest)

—

20.49%

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

6.40%

21.46%

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

—

1.55%

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

-4.77%

7.19%

SPY annualized return over the backtest window (backtest)

—

15.93%

Risk metrics

Calmar ratio, backtest period (backtest)

—

0.68

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

0.92

1.18

Maximum drawdown, backtest period (backtest)

—

-47.26%

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

-14.79%

-24.20%

Sharpe ratio, backtest period (backtest)

—

1.12

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

0.67

1.15

Sortino ratio, backtest period (backtest)

—

1.64

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

—

1.71

Standard deviation, backtest period (backtest)

—

28.34%

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

23.07%

24.33%

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.17

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

Rebalance frequency

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