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Pop Bots Dip Buying with Adaptive Healthcare Rotation vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

leveraged etfs, macro rotation, mean-reversion, risk-weighted, trend-following, volatility-timing

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.98

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

36.89

—

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

40.66

—

Daily win rate, backtest period (backtest)

55.03%

—

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

52.16%

—

Backtest

Backtest final value (from $10,000)

$7.3M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$138k

—

Returns

Backtest length

2,975

—

Out-of-sample length

972

—

Return, backtest period (annualized) (backtest)

74.69%

—

Return, backtest period (cumulative) (backtest)

73k%

—

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

26.51%

138.64%

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

147.95%

3.87%

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

1.35%

—

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

2.31%

8.12%

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

3.04%

—

Return, trailing 1 year (backtest)

83.43%

—

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

83.40%

0.00%

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

0.50%

—

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

31.11%

0.00%

SPY annualized return over the backtest window (backtest)

13.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.17

—

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

0.77

51.98

Maximum drawdown, backtest period (backtest)

-34.46%

—

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

-34.47%

-2.67%

Sharpe ratio, backtest period (backtest)

1.54

—

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

0.89

4.29

Sortino ratio, backtest period (backtest)

3.01

—

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

1.61

—

Standard deviation, backtest period (backtest)

41.56%

—

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

31.60%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

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