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Simple SPY/VGT: Uptrend Core with Cash and Volatility Hedge vs Better Than a CD: Tech Trend with T-Bill Defense

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)

cash, equities, leveraged etfs, momentum/rsi, risk-on/off, tactical allocation, trend-following, volatility hedge

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

1.87

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

26.84

—

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

23.71

—

Daily win rate, backtest period (backtest)

55.48%

—

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

56.71%

—

Backtest

Backtest final value (from $10,000)

$8.9M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$104k

—

Returns

Backtest length

3,765

—

Out-of-sample length

432

—

Return, backtest period (annualized) (backtest)

57.55%

—

Return, backtest period (cumulative) (backtest)

89k%

—

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

50.90%

4.85%

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

102.78%

4.53%

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

0.59%

—

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

4.21%

0.38%

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

0.42%

—

Return, trailing 1 year (backtest)

14.04%

—

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

14.04%

6.30%

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

1.19%

—

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

8.17%

1.75%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.25

—

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

2.92

9.16

Maximum drawdown, backtest period (backtest)

-17.72%

—

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

-17.45%

-0.53%

Sharpe ratio, backtest period (backtest)

1.79

—

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

1.08

3.47

Sortino ratio, backtest period (backtest)

4.24

—

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

3.65

—

Standard deviation, backtest period (backtest)

27.28%

—

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

45.92%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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