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Static Leveraged Stocks with Dollar and Gold vs AutoSignals TQQQ vs SH Trend Switch

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)

gold, high risk, leveraged etfs, multi-asset, static allocation, tech tilt, us dollar, us equities

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

1.32

—

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

0.97

—

Trading activity

Annualized turnover, backtest period (backtest)

1.32

—

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

1.37

—

Daily win rate, backtest period (backtest)

55.89%

—

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

55.67%

—

Backtest

Backtest final value (from $10,000)

$217k

—

Backtest regulatory fees

$46

—

Backtest slippage cost

$181

—

Returns

Backtest length

4,196

—

Out-of-sample length

494

—

Return, backtest period (annualized) (backtest)

20.31%

—

Return, backtest period (cumulative) (backtest)

2075%

—

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

26.33%

147.30%

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

57.38%

8.62%

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

-2.09%

—

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

4.19%

8.61%

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

-3.14%

—

Return, trailing 1 year (backtest)

17.77%

—

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

23.96%

0.00%

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

-3.23%

—

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

5.07%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.55

—

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

1.04

173.27

Maximum drawdown, backtest period (backtest)

-37.18%

—

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

-25.25%

-0.85%

Sharpe ratio, backtest period (backtest)

0.97

—

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

1.14

6.68

Sortino ratio, backtest period (backtest)

1.37

—

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

1.55

—

Standard deviation, backtest period (backtest)

21.51%

—

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

22.77%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

—

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