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Compare investment strategies

QQQ/XLK/SHV Switch Using SHV 60-Day RSI vs Rising Rates Volatility Switch Risk-Parity 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)

cash parking, momentum, risk-on/risk-off, tactical rotation, tech tilt, trend-following

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.03

—

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

1.12

—

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

0.86

—

Trading activity

Annualized turnover, backtest period (backtest)

12.48

—

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

11.86

—

Daily win rate, backtest period (backtest)

55.43%

—

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

58.77%

—

Backtest

Backtest final value (from $10,000)

$491k

—

Backtest regulatory fees

$589

—

Backtest slippage cost

$5,108

—

Returns

Backtest length

4,907

—

Out-of-sample length

701

—

Return, backtest period (annualized) (backtest)

22.13%

—

Return, backtest period (cumulative) (backtest)

4813%

—

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

26.77%

3.62%

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

93.64%

2.81%

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

0.49%

—

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

4.99%

0.34%

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

0.23%

—

Return, trailing 1 year (backtest)

25.66%

—

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

25.66%

6.30%

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

0.91%

—

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

6.15%

0.95%

SPY annualized return over the backtest window (backtest)

11.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.35

—

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

1.63

331.36

Maximum drawdown, backtest period (backtest)

-16.44%

—

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

-16.44%

-0.01%

Sharpe ratio, backtest period (backtest)

1.24

—

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

1.28

18.06

Sortino ratio, backtest period (backtest)

1.91

—

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

1.99

—

Standard deviation, backtest period (backtest)

17.27%

—

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

20.17%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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