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Safer Fast ETFs with Treasury and Gold Defense 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)

daily rebalancing, etf rotation, leveraged etfs, risk-on/risk-off, tactical asset allocation, trend-following, volatility-aware

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)

0.18

—

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

0.95

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

85.56

—

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

84.75

—

Daily win rate, backtest period (backtest)

56.92%

—

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

54.42%

—

Backtest

Backtest final value (from $10,000)

$3.6M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$135k

—

Returns

Backtest length

2,305

—

Out-of-sample length

724

—

Return, backtest period (annualized) (backtest)

90.45%

—

Return, backtest period (cumulative) (backtest)

36k%

—

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

42.07%

3.62%

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

174.62%

2.81%

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

-1.17%

—

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

10.41%

0.34%

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

-1.36%

—

Return, trailing 1 year (backtest)

61.97%

—

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

61.95%

6.30%

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

2.27%

—

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

7.27%

0.95%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.13

—

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

1.46

331.36

Maximum drawdown, backtest period (backtest)

-28.87%

—

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

-28.87%

-0.01%

Sharpe ratio, backtest period (backtest)

2.43

—

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

1.54

18.06

Sortino ratio, backtest period (backtest)

4.03

—

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

2.38

—

Standard deviation, backtest period (backtest)

28.19%

—

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

24.87%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

5,339

—

Rebalance corridor width

—

5.00%

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