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Trend-Filtered US ETFs with 3x Nasdaq Sleeve vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 12 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

etfs, momentum, risk-managed, tactical allocation, trend-following, us equities, volatility-weighted, weekly rebalance

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

Asset classes / instruments

equities

Risk metrics

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

1.76

45148.96

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

-8.69%

-0.00%

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

1.39

20.28

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

10.69%

0.18%

Construction

Rebalance frequency

weekly

daily

Returns

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

15.33%

3.61%

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

27.48%

0.76%

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

1.79%

0.32%

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

20.03%

0.00%

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

4.16%

0.00%

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