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Quantum Computing Stock Dip Buys, Volatility Weighted 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)

daily rebalanced, equities, mean reversion, momentum overlay, quantum computing, risk-managed, thematic tech

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)

2.68

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

49.05

—

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

52.22

—

Daily win rate, backtest period (backtest)

50.49%

—

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

47.75%

—

Backtest

Backtest final value (from $10,000)

$165k

—

Backtest regulatory fees

$664

—

Backtest slippage cost

$2,904

—

Returns

Backtest length

816

—

Out-of-sample length

222

—

Return, backtest period (annualized) (backtest)

137.58%

—

Return, backtest period (cumulative) (backtest)

1554%

—

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

46.30%

138.64%

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

38.77%

3.87%

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

-7.11%

—

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

-8.19%

8.12%

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

-11.48%

—

Return, trailing 1 year (backtest)

-4.31%

—

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

0.00%

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

-23.10%

—

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

1.03%

0.00%

SPY annualized return over the backtest window (backtest)

18.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.06

—

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

1.45

51.98

Maximum drawdown, backtest period (backtest)

-33.85%

—

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

-31.91%

-2.67%

Sharpe ratio, backtest period (backtest)

0.96

—

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

0.97

4.29

Sortino ratio, backtest period (backtest)

4.32

—

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

0.95

—

Standard deviation, backtest period (backtest)

139.97%

—

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

54.40%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

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