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Steph Combo: Index Core, Big Tech Momentum and Airbag Sleeve vs 100% SGOV Treasury Bill Cash Holder

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)

big tech momentum, core index + t-bills, leveraged etfs, tactical multi-asset rotation, volatility hedging

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)

1.21

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

34.77

—

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

33.33

—

Daily win rate, backtest period (backtest)

55.35%

—

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

54.53%

—

Backtest

Backtest final value (from $10,000)

$57k

—

Backtest regulatory fees

$127

—

Backtest slippage cost

$947

—

Returns

Backtest length

1,046

—

Out-of-sample length

673

—

Return, backtest period (annualized) (backtest)

51.85%

—

Return, backtest period (cumulative) (backtest)

467.12%

—

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

33.61%

3.61%

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

117.07%

0.76%

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

0.43%

—

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

7.39%

0.32%

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

2.53%

—

Return, trailing 1 year (backtest)

16.68%

—

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

16.69%

0.00%

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

2.57%

—

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

16.70%

0.00%

SPY annualized return over the backtest window (backtest)

18.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.04

—

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

1.32

45148.96

Maximum drawdown, backtest period (backtest)

-25.43%

—

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

-25.43%

-0.00%

Sharpe ratio, backtest period (backtest)

1.84

—

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

1.27

20.28

Sortino ratio, backtest period (backtest)

3.07

—

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

2.09

—

Standard deviation, backtest period (backtest)

24.35%

—

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

25.25%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

1,346

—

Rebalance corridor width

7.00%

—

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