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Top-4 Tech/Crypto Momentum with Bond or Metals Defense 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)

daily rebalance, momentum, risk-on/risk-off, tactical allocation, tech/crypto tilt, trend-following

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)

0.07

—

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

1.99

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

56.30

—

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

67.90

—

Daily win rate, backtest period (backtest)

56.53%

—

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

52.92%

—

Backtest

Backtest final value (from $10,000)

$52k

—

Backtest regulatory fees

$113

—

Backtest slippage cost

$871

—

Returns

Backtest length

536

—

Out-of-sample length

257

—

Return, backtest period (annualized) (backtest)

116.33%

—

Return, backtest period (cumulative) (backtest)

417.76%

—

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

40.78%

3.62%

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

40.78%

2.81%

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

-5.63%

—

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

-4.87%

0.34%

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

-7.06%

—

Return, trailing 1 year (backtest)

37.40%

—

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

40.78%

6.30%

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

-8.25%

—

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

2.71%

0.95%

SPY annualized return over the backtest window (backtest)

17.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.45

—

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

1.21

331.36

Maximum drawdown, backtest period (backtest)

-33.75%

—

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

-33.75%

-0.01%

Sharpe ratio, backtest period (backtest)

2.05

—

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

1.00

18.06

Sortino ratio, backtest period (backtest)

3.20

—

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

1.17

—

Standard deviation, backtest period (backtest)

42.12%

—

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

44.07%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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