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Top AI Stock Momentum plus 3x Tech/Crypto Overlay 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)

ai, cloud/cybersecurity, concentrated, crypto, daily rebalanced, leveraged etfs, momentum, semiconductors, technology, trend-following

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)

-0.10

—

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

3.23

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

107.69

—

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

108.81

—

Daily win rate, backtest period (backtest)

51.81%

—

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

49.29%

—

Backtest

Backtest final value (from $10,000)

$28k

—

Backtest regulatory fees

$166

—

Backtest slippage cost

$1,349

—

Returns

Backtest length

772

—

Out-of-sample length

280

—

Return, backtest period (annualized) (backtest)

39.72%

—

Return, backtest period (cumulative) (backtest)

178.96%

—

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

43.85%

138.64%

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

48.70%

3.87%

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

-7.24%

—

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

-5.54%

8.12%

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

-10.94%

—

Return, trailing 1 year (backtest)

18.22%

—

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

23.97%

0.00%

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

-16.01%

—

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

-37.34%

0.00%

SPY annualized return over the backtest window (backtest)

21.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

0.84

51.98

Maximum drawdown, backtest period (backtest)

-61.33%

—

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

-52.24%

-2.67%

Sharpe ratio, backtest period (backtest)

0.84

—

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

0.89

4.29

Sortino ratio, backtest period (backtest)

1.26

—

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

1.07

—

Standard deviation, backtest period (backtest)

64.34%

—

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

63.53%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.73

—

Construction

Logic complexity (node count)

252

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

132

—

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