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Snowflake Dip-Buy with Big-Tech Momentum Fallback 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)

buy-the-dip, cloud software, gold/treasuries diversifier, momentum rotation, regime-based, semiconductors, tech-heavy

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)

0.61

—

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

1.59

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

47.69

—

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

59.63

—

Daily win rate, backtest period (backtest)

51.88%

—

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

45.28%

—

Backtest

Backtest final value (from $10,000)

$30k

—

Backtest regulatory fees

$112

—

Backtest slippage cost

$923

—

Returns

Backtest length

1,519

—

Out-of-sample length

106

—

Return, backtest period (annualized) (backtest)

20.27%

—

Return, backtest period (cumulative) (backtest)

204.37%

—

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

178.86%

3.62%

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

50.84%

2.81%

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

-6.69%

—

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

18.31%

0.34%

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

-10.01%

—

Return, trailing 1 year (backtest)

10.40%

—

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

6.25%

6.30%

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

-6.13%

—

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

32.91%

0.95%

SPY annualized return over the backtest window (backtest)

16.26%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.34

—

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

13.42

331.36

Maximum drawdown, backtest period (backtest)

-59.32%

—

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

-13.33%

-0.01%

Sharpe ratio, backtest period (backtest)

0.62

—

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

2.44

18.06

Sortino ratio, backtest period (backtest)

0.95

—

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

3.07

—

Standard deviation, backtest period (backtest)

48.91%

—

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

46.72%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

Rebalance frequency

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