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The Futurist: Space, Quantum, AI and Nuclear Momentum 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)

daily rebalance, high volatility, momentum, small/mid cap, thematic tech

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)

0.34

—

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

2.48

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

35.19

—

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

34.36

—

Daily win rate, backtest period (backtest)

50.80%

—

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

50.22%

—

Backtest

Backtest final value (from $10,000)

$87k

—

Backtest regulatory fees

$205

—

Backtest slippage cost

$1,144

—

Returns

Backtest length

563

—

Out-of-sample length

454

—

Return, backtest period (annualized) (backtest)

162.55%

—

Return, backtest period (cumulative) (backtest)

767.45%

—

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

49.15%

138.64%

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

105.82%

3.87%

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

0.56%

—

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

-10.85%

8.12%

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

-5.98%

—

Return, trailing 1 year (backtest)

-24.82%

—

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

-24.82%

0.00%

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

-9.12%

—

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

-22.47%

0.00%

SPY annualized return over the backtest window (backtest)

17.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.20

—

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

0.97

51.98

Maximum drawdown, backtest period (backtest)

-50.81%

—

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

-50.81%

-2.67%

Sharpe ratio, backtest period (backtest)

1.55

—

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

0.90

4.29

Sortino ratio, backtest period (backtest)

2.51

—

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

1.35

—

Standard deviation, backtest period (backtest)

85.72%

—

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

84.25%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

241

—

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