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Pop Bot 3x Tech and Semis Bull/Bear with Defensive Mix 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)

commodities, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, treasuries, trend following, volatility hedge

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)

0.11

—

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

0.99

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

30.84

—

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

28.41

—

Daily win rate, backtest period (backtest)

57.14%

—

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

56.15%

—

Backtest

Backtest final value (from $10,000)

$555k

—

Backtest regulatory fees

$1,269

—

Backtest slippage cost

$9,354

—

Returns

Backtest length

2,312

—

Out-of-sample length

967

—

Return, backtest period (annualized) (backtest)

54.90%

—

Return, backtest period (cumulative) (backtest)

5451%

—

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

29.87%

103.09%

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

172.91%

4.90%

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

0.14%

—

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

-0.35%

-4.41%

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

0.88%

—

Return, trailing 1 year (backtest)

31.98%

—

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

31.98%

0.00%

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

0.67%

—

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

15.24%

0.00%

SPY annualized return over the backtest window (backtest)

15.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.63

—

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

1.43

64.30

Maximum drawdown, backtest period (backtest)

-20.90%

—

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

-20.90%

-1.60%

Sharpe ratio, backtest period (backtest)

1.73

—

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

1.01

6.66

Sortino ratio, backtest period (backtest)

4.65

—

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

2.59

—

Standard deviation, backtest period (backtest)

27.24%

—

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

29.68%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

500

—

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