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Quarterly Income ETF Picks (Rebound, Trend, High Mover) 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)

commodities, covered call, dividend, income, multi-asset, preferreds, quarterly rebalance, reits, tactical rotation

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)

0.12

—

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

0.29

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

2.66

—

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

2.66

—

Daily win rate, backtest period (backtest)

57.23%

—

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

56.71%

—

Backtest

Backtest final value (from $10,000)

$38k

—

Backtest regulatory fees

$10

—

Backtest slippage cost

$62

—

Returns

Backtest length

1,639

—

Out-of-sample length

753

—

Return, backtest period (annualized) (backtest)

22.84%

—

Return, backtest period (cumulative) (backtest)

281.51%

—

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

19.59%

103.09%

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

70.79%

4.90%

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

0.27%

—

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

-0.37%

-4.41%

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

1.06%

—

Return, trailing 1 year (backtest)

46.87%

—

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

46.87%

0.00%

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

0.13%

—

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

14.82%

0.00%

SPY annualized return over the backtest window (backtest)

21.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.09

—

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

1.90

64.30

Maximum drawdown, backtest period (backtest)

-20.89%

—

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

-10.33%

-1.60%

Sharpe ratio, backtest period (backtest)

1.55

—

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

1.57

6.66

Sortino ratio, backtest period (backtest)

2.22

—

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

2.34

—

Standard deviation, backtest period (backtest)

13.95%

—

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

11.89%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

118

—

Rebalance frequency

quarterly

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