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Popped Monthly Dividends: SPHD/PEY/DHS with 3x Dip Pops 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)

daily rebalancing, equity income, leveraged etfs, tactical allocation, volatility timing

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)

0.14

—

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

1.80

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

33.44

—

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

31.25

—

Daily win rate, backtest period (backtest)

54.67%

—

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

50.90%

—

Backtest

Backtest final value (from $10,000)

$12.6M

—

Backtest regulatory fees

$21k

—

Backtest slippage cost

$175k

—

Returns

Backtest length

3,512

—

Out-of-sample length

444

—

Return, backtest period (annualized) (backtest)

66.92%

—

Return, backtest period (cumulative) (backtest)

126k%

—

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

49.49%

103.09%

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

103.41%

4.90%

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

-0.28%

—

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

-3.61%

-4.41%

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

0.47%

—

Return, trailing 1 year (backtest)

54.24%

—

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

54.22%

0.00%

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

-0.40%

—

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

12.99%

0.00%

SPY annualized return over the backtest window (backtest)

14.73%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.14

—

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

1.58

64.30

Maximum drawdown, backtest period (backtest)

-31.31%

—

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

-31.31%

-1.60%

Sharpe ratio, backtest period (backtest)

1.91

—

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

1.19

6.66

Sortino ratio, backtest period (backtest)

3.62

—

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

2.44

—

Standard deviation, backtest period (backtest)

29.04%

—

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

39.82%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

248

—

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