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Top-2 Growth Stocks on Market Trend with Defensive Fallback vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 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, momentum, risk-on/risk-off, tactical allocation, trend-following, us large-cap/tech

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.19

—

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

1.83

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

43.74

—

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

49.19

—

Daily win rate, backtest period (backtest)

54.23%

—

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

54.11%

—

Backtest

Backtest final value (from $10,000)

$155k

—

Backtest regulatory fees

$300

—

Backtest slippage cost

$2,385

—

Returns

Backtest length

1,311

—

Out-of-sample length

292

—

Return, backtest period (annualized) (backtest)

69.36%

—

Return, backtest period (cumulative) (backtest)

1453%

—

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

55.46%

3.61%

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

67.03%

0.76%

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

1.56%

—

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

14.31%

0.32%

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

-0.59%

—

Return, trailing 1 year (backtest)

42.79%

—

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

42.79%

0.00%

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

-3.03%

—

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

-8.03%

0.00%

SPY annualized return over the backtest window (backtest)

13.37%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.94

—

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

1.61

45148.96

Maximum drawdown, backtest period (backtest)

-35.66%

—

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

-34.54%

-0.00%

Sharpe ratio, backtest period (backtest)

1.48

—

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

1.27

20.28

Sortino ratio, backtest period (backtest)

2.52

—

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

2.02

—

Standard deviation, backtest period (backtest)

41.27%

—

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

41.72%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.45

—

Construction

Logic complexity (node count)

377

—

Rebalance frequency

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