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Tech Trend with Commodities and Bonds Safe Haven vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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, leveraged etfs, mean-reversion, multi-asset, tactical, tech-heavy, trend-following, volatility-hedged

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.00

—

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

0.86

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

28.71

—

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

28.88

—

Daily win rate, backtest period (backtest)

58.03%

—

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

56.76%

—

Backtest

Backtest final value (from $10,000)

$83k

—

Backtest regulatory fees

$235

—

Backtest slippage cost

$1,690

—

Returns

Backtest length

1,606

—

Out-of-sample length

717

—

Return, backtest period (annualized) (backtest)

39.28%

—

Return, backtest period (cumulative) (backtest)

727.02%

—

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

19.15%

261.52%

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

64.05%

6.85%

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

-0.99%

—

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

1.89%

1.95%

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

-1.70%

—

Return, trailing 1 year (backtest)

9.33%

—

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

13.30%

0.00%

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

-1.58%

—

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

2.48%

6.14%

SPY annualized return over the backtest window (backtest)

17.30%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.59

—

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

1.26

376.45

Maximum drawdown, backtest period (backtest)

-15.17%

—

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

-15.17%

-0.69%

Sharpe ratio, backtest period (backtest)

2.35

—

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

1.21

7.79

Sortino ratio, backtest period (backtest)

3.87

—

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

1.80

—

Standard deviation, backtest period (backtest)

14.54%

—

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

15.46%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.09

—

Construction

Logic complexity (node count)

2,250

—

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