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Schwab Intelligent Portfolios (Robo) vs RSI Scale-In Tech Dip Buying with Tax-Aware Lower Leverage

Every published figureShow 45 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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cash-parking treasuries, leveraged-signal/low-leverage execution, no k-1, no uvxy, rsi dip-buying, s&p 500, semiconductors, tax-aware, tech-heavy

Asset classes / instruments

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equities

Market-relative

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

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0.07

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

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0.62

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

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0.54

Trading activity

Annualized turnover, backtest period (backtest)

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11.22

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

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10.18

Daily win rate, backtest period (backtest)

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56.85%

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

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65.46%

Backtest

Backtest final value (from $10,000)

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$27k

Backtest regulatory fees

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$32

Backtest slippage cost

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$229

Returns

Backtest length

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1,606

Out-of-sample length

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692

Return, backtest period (annualized) (backtest)

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16.75%

Return, backtest period (cumulative) (backtest)

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168.46%

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

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19.45%

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

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62.36%

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

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-1.01%

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

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0.38%

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

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0.59%

Return, trailing 1 year (backtest)

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20.08%

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

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19.49%

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

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0.67%

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

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5.27%

SPY annualized return over the backtest window (backtest)

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17.30%

Risk metrics

Calmar ratio, backtest period (backtest)

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1.34

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

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1.55

Maximum drawdown, backtest period (backtest)

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-12.54%

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

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-12.54%

Sharpe ratio, backtest period (backtest)

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1.21

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

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1.08

Sortino ratio, backtest period (backtest)

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2.54

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

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2.41

Standard deviation, backtest period (backtest)

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13.51%

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

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17.80%

Quality

Community review status

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ACTIVE

Holdings

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

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0.96

Construction

Logic complexity (node count)

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146

Rebalance corridor width

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10.00%

Rebalance frequency

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none

Rebalancing (methodology text)

Rebalancing Algorithms review daily; rebalance when ETF allocation deviates from recommended allocation by more than an amount in CS&Co.'s parameters; also on profile/restriction changes, deposits, withdrawals; orders reviewed by CSIM before execution

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Cost & access

Minimum investment

$5,000

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Popularity

Remixes (copies)

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Watchers

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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