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Slow Steady Growth Diversified ETF Mix vs 100% SGOV Treasury Bill Cash Holder

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)

annual rebalance, gold, inverse treasury hedge, multi-asset etf, staples, t-bills, us stocks (tech tilt)

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.43

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

0.78

—

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

0.94

—

Daily win rate, backtest period (backtest)

56.03%

—

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

58.82%

—

Backtest

Backtest final value (from $10,000)

$52k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,310

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

10.14%

—

Return, backtest period (cumulative) (backtest)

421.95%

—

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

19.43%

3.61%

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

64.91%

0.76%

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

0.41%

—

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

0.90%

0.32%

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

0.71%

—

Return, trailing 1 year (backtest)

16.02%

—

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

16.02%

0.00%

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

0.10%

—

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

2.17%

0.00%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.60

—

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

2.42

45148.96

Maximum drawdown, backtest period (backtest)

-16.87%

—

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

-8.04%

-0.00%

Sharpe ratio, backtest period (backtest)

1.09

—

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

1.92

20.28

Sortino ratio, backtest period (backtest)

1.55

—

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

2.82

—

Standard deviation, backtest period (backtest)

9.28%

—

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

9.52%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

—

Rebalance frequency

yearly

daily

Popularity

Remixes (copies)

103

—

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