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Top Two Big-Tech Stocks Monthly Momentum 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)

concentrated, long-only, mega-cap tech, momentum, monthly rotation, us equities

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)

0.00

—

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

1.46

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

9.31

—

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

9.70

—

Daily win rate, backtest period (backtest)

55.28%

—

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

53.04%

—

Backtest

Backtest final value (from $10,000)

$233k

—

Backtest regulatory fees

$218

—

Backtest slippage cost

$1,822

—

Returns

Backtest length

2,813

—

Out-of-sample length

1,167

—

Return, backtest period (annualized) (backtest)

32.59%

—

Return, backtest period (cumulative) (backtest)

2233%

—

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

17.93%

3.62%

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

114.74%

2.81%

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

1.06%

—

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

1.57%

0.34%

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

1.06%

—

Return, trailing 1 year (backtest)

-21.05%

—

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

-21.05%

6.30%

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

0.96%

—

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

-9.61%

0.95%

SPY annualized return over the backtest window (backtest)

14.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.58

—

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

0.32

331.36

Maximum drawdown, backtest period (backtest)

-55.90%

—

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

-55.31%

-0.01%

Sharpe ratio, backtest period (backtest)

1.03

—

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

0.65

18.06

Sortino ratio, backtest period (backtest)

1.52

—

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

0.98

—

Standard deviation, backtest period (backtest)

32.61%

—

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

34.13%

0.20%

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

monthly

none

Popularity

Remixes (copies)

4,561

—

Watchers

4,440

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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