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Tech/AI Momentum and Bitcoin Trend (70/30) vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

crypto etfs, daily rebalancing, gold, momentum, risk-on/risk-off, tech/ai equities, treasuries, trend-following

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.27

—

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

1.71

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

39.89

—

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

41.33

—

Daily win rate, backtest period (backtest)

57.09%

—

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

57.91%

—

Backtest

Backtest final value (from $10,000)

$44k

—

Backtest regulatory fees

$64

—

Backtest slippage cost

$458

—

Returns

Backtest length

536

—

Out-of-sample length

316

—

Return, backtest period (annualized) (backtest)

100.35%

—

Return, backtest period (cumulative) (backtest)

339.63%

—

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

72.22%

138.64%

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

98.14%

3.87%

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

0.75%

—

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

4.61%

8.12%

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

-2.05%

—

Return, trailing 1 year (backtest)

43.28%

—

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

43.30%

0.00%

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

-3.44%

—

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

11.94%

0.00%

SPY annualized return over the backtest window (backtest)

18.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.29

—

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

3.08

51.98

Maximum drawdown, backtest period (backtest)

-23.41%

—

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

-23.41%

-2.67%

Sharpe ratio, backtest period (backtest)

2.20

—

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

1.79

4.29

Sortino ratio, backtest period (backtest)

3.57

—

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

2.76

—

Standard deviation, backtest period (backtest)

34.36%

—

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

33.71%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

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