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Tech Sector Trend with EM, Gold and Treasury Sleeves vs Rising Rates Volatility Switch Risk-Parity 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)

emerging markets, gold/treasuries, inverse-etf hedging, momentum + mean reversion, risk-on/risk-off, sector rotation, tactical etf allocation

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

0.47

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

47.50

—

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

44.13

—

Daily win rate, backtest period (backtest)

57.42%

—

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

57.36%

—

Backtest

Backtest final value (from $10,000)

$15.2M

—

Backtest regulatory fees

$47k

—

Backtest slippage cost

$402k

—

Returns

Backtest length

4,763

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

47.33%

—

Return, backtest period (cumulative) (backtest)

152k%

—

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

28.95%

3.62%

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

72.09%

2.81%

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

0.53%

—

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

1.09%

0.34%

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

-0.24%

—

Return, trailing 1 year (backtest)

20.84%

—

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

20.83%

6.30%

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

1.03%

—

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

11.90%

0.95%

SPY annualized return over the backtest window (backtest)

11.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.56

—

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

2.88

331.36

Maximum drawdown, backtest period (backtest)

-13.29%

—

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

-10.05%

-0.01%

Sharpe ratio, backtest period (backtest)

2.26

—

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

1.66

18.06

Sortino ratio, backtest period (backtest)

4.00

—

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

2.86

—

Standard deviation, backtest period (backtest)

17.88%

—

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

16.10%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.32

—

Construction

Logic complexity (node count)

147

—

Rebalance corridor width

5.00%

Rebalance frequency

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