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T-Bill-First Tactical Shots with Steadier-Pick Sizing vs Better Than a CD: Tech Trend with T-Bill Defense

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)

bonds, commodities, crash protection, global equities, leveraged etfs, mean reversion, multi-asset, rules-based, tactical allocation, trend-following, volatility hedge

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.59

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

31.60

—

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

35.30

—

Daily win rate, backtest period (backtest)

59.58%

—

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

55.83%

—

Backtest

Backtest final value (from $10,000)

$8.8M

—

Backtest regulatory fees

$22k

—

Backtest slippage cost

$175k

—

Returns

Backtest length

3,721

—

Out-of-sample length

480

—

Return, backtest period (annualized) (backtest)

58.26%

—

Return, backtest period (cumulative) (backtest)

88k%

—

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

20.25%

4.85%

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

41.57%

4.53%

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

0.48%

—

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

0.01%

0.38%

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

0.17%

—

Return, trailing 1 year (backtest)

13.53%

—

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

13.34%

6.30%

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

1.44%

—

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

6.35%

1.75%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.63

—

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

2.11

9.16

Maximum drawdown, backtest period (backtest)

-10.34%

—

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

-9.59%

-0.53%

Sharpe ratio, backtest period (backtest)

3.15

—

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

1.30

3.47

Sortino ratio, backtest period (backtest)

7.05

—

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

2.36

—

Standard deviation, backtest period (backtest)

14.94%

—

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

15.02%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.09

—

Construction

Logic complexity (node count)

2,733

—

Rebalance corridor width

5.00%

—

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