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Ra Ra USA Manufacturing and Semis 4-Day Laggard Pick 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)

contrarian mean reversion, daily rebalance, semiconductors/industrials/materials, single-name, us equities

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)

0.40

—

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

1.43

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

81.73

—

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

82.34

—

Daily win rate, backtest period (backtest)

51.18%

—

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

52.45%

—

Backtest

Backtest final value (from $10,000)

$89k

—

Backtest regulatory fees

$489

—

Backtest slippage cost

$3,612

—

Returns

Backtest length

1,563

—

Out-of-sample length

368

—

Return, backtest period (annualized) (backtest)

42.26%

—

Return, backtest period (cumulative) (backtest)

791.29%

—

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

101.92%

138.64%

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

179.81%

3.87%

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

-1.67%

—

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

-3.20%

8.12%

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

-3.90%

—

Return, trailing 1 year (backtest)

53.85%

—

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

53.85%

0.00%

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

-9.22%

—

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

-8.97%

0.00%

SPY annualized return over the backtest window (backtest)

16.70%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.48

—

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

4.47

51.98

Maximum drawdown, backtest period (backtest)

-28.53%

—

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

-22.79%

-2.67%

Sharpe ratio, backtest period (backtest)

1.16

—

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

1.88

4.29

Sortino ratio, backtest period (backtest)

1.89

—

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

3.67

—

Standard deviation, backtest period (backtest)

35.79%

—

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

41.97%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

151

—

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