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RSI Bands Allocation Across VOO, SPUU, TQQQ and UVXY 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)

daily rebalance, leveraged etfs, momentum and mean-reversion, rsi-based, tactical asset allocation, us equities, volatility

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)

0.08

—

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

1.39

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

61.32

—

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

67.60

—

Daily win rate, backtest period (backtest)

56.44%

—

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

57.72%

—

Backtest

Backtest final value (from $10,000)

$3.2M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$145k

—

Returns

Backtest length

3,111

—

Out-of-sample length

835

—

Return, backtest period (annualized) (backtest)

59.65%

—

Return, backtest period (cumulative) (backtest)

32k%

—

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

37.64%

103.09%

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

188.62%

4.90%

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

0.14%

—

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

1.49%

-4.41%

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

-1.04%

—

Return, trailing 1 year (backtest)

9.02%

—

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

9.00%

0.00%

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

-0.62%

—

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

0.46%

0.00%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.28

—

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

1.98

64.30

Maximum drawdown, backtest period (backtest)

-26.19%

—

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

-19.03%

-1.60%

Sharpe ratio, backtest period (backtest)

1.51

—

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

1.21

6.66

Sortino ratio, backtest period (backtest)

3.28

—

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

2.38

—

Standard deviation, backtest period (backtest)

34.50%

—

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

29.70%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

weekly

Popularity

Remixes (copies)

120

—

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