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SPY 10/100-Day Trend with Growth or Safety Tilt vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 13 attributes

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

Classification

AI categories (Composer)

gold, moving-average signal, risk-on/risk-off, t-bills, tactical allocation, technology tilt, trend-following, us equities

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

Asset classes / instruments

equities

Risk metrics

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

1.30

45148.96

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

-8.70%

-0.00%

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

0.94

20.28

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

12.31%

0.18%

Construction

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

Returns

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

11.31%

3.61%

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

10.98%

0.76%

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

2.35%

0.32%

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

0.00%

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

3.17%

0.00%

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