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Two-Stock Momentum Picker with Cash Cushion vs Domestic Leveraged Sector Trend Rotation

Every published figureShow 13 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, daily rebalancing, high turnover, momentum, small-cap tilt, trend-following

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Risk metrics

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

-5.45

53.07

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

-9.19%

-1.27%

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

-2.25

4.69

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

31.55%

11.60%

Construction

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Returns

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

-50.08%

67.14%

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

-3.25%

4.80%

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

-1.60%

4.80%

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

0.00%

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

-37.21%

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