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Pure BS Catcher with Fund Surfing Dip Rules vs 100% SGOV Treasury Bill Cash Holder

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, risk-on/risk-off, treasuries, trend + mean-reversion, volatility hedging

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

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)

1.34

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

25.34

—

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

28.73

—

Daily win rate, backtest period (backtest)

55.78%

—

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

56.25%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$6,151

—

Backtest slippage cost

$49k

—

Returns

Backtest length

3,765

—

Out-of-sample length

880

—

Return, backtest period (annualized) (backtest)

45.79%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

32.55%

3.61%

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

167.82%

0.76%

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

-0.03%

—

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

-2.06%

0.32%

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

0.27%

—

Return, trailing 1 year (backtest)

15.78%

—

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

15.78%

0.00%

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

0.05%

—

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

-2.16%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.45

—

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

1.03

45148.96

Maximum drawdown, backtest period (backtest)

-31.49%

—

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

-31.49%

-0.00%

Sharpe ratio, backtest period (backtest)

1.67

—

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

1.15

20.28

Sortino ratio, backtest period (backtest)

2.76

—

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

1.70

—

Standard deviation, backtest period (backtest)

24.41%

—

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

27.90%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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