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Tesla and Bitcoin Proxy Switch with JEPQ and T-Bills vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

bitcoin proxy (mstr), momentum filter, nasdaq income (jepq), risk-on/off, t-bills (bil), tactical allocation, tsla

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.62

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

10.54

—

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

10.30

—

Daily win rate, backtest period (backtest)

50.54%

—

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

49.69%

—

Backtest

Backtest final value (from $10,000)

$36k

—

Backtest regulatory fees

$35

—

Backtest slippage cost

$245

—

Returns

Backtest length

1,112

—

Out-of-sample length

809

—

Return, backtest period (annualized) (backtest)

33.39%

—

Return, backtest period (cumulative) (backtest)

257.02%

—

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

21.74%

103.09%

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

88.18%

4.90%

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

1.61%

—

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

3.90%

-4.41%

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

-0.04%

—

Return, trailing 1 year (backtest)

-24.20%

—

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

-24.19%

0.00%

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

1.47%

—

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

12.75%

0.00%

SPY annualized return over the backtest window (backtest)

16.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

0.46

64.30

Maximum drawdown, backtest period (backtest)

-47.72%

—

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

-47.71%

-1.60%

Sharpe ratio, backtest period (backtest)

0.88

—

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

0.67

6.66

Sortino ratio, backtest period (backtest)

1.33

—

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

1.01

—

Standard deviation, backtest period (backtest)

43.94%

—

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

43.57%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.62%

—

Rebalance frequency

none

weekly

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