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Rising Inflation Hedge with US Stocks and Real Assets 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)

commodities, dynamic weighting, gold, inflation hedge, multi-asset, quarterly rebalance, real estate, tips, us stocks

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)

-0.01

—

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

0.79

—

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

0.98

—

Trading activity

Annualized turnover, backtest period (backtest)

0.54

—

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

0.55

—

Daily win rate, backtest period (backtest)

55.06%

—

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

53.54%

—

Backtest

Backtest final value (from $10,000)

$32k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

2,942

—

Out-of-sample length

1,173

—

Return, backtest period (annualized) (backtest)

10.40%

—

Return, backtest period (cumulative) (backtest)

217.72%

—

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

11.13%

3.62%

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

63.10%

2.81%

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

-0.76%

—

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

0.16%

0.34%

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

-1.14%

—

Return, trailing 1 year (backtest)

11.55%

—

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

13.65%

6.30%

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

-0.70%

—

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

1.41%

0.95%

SPY annualized return over the backtest window (backtest)

13.77%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.33

—

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

0.54

331.36

Maximum drawdown, backtest period (backtest)

-31.51%

—

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

-20.70%

-0.01%

Sharpe ratio, backtest period (backtest)

0.78

—

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

0.83

18.06

Sortino ratio, backtest period (backtest)

1.08

—

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

1.17

—

Standard deviation, backtest period (backtest)

14.03%

—

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

13.91%

0.20%

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

quarterly

none

Popularity

Remixes (copies)

126

—

Watchers

565

—

Risk score

Risk rating (Composer data field)

Moderate

—

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