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UGL Gold Leading Indicator with Blackswan Catchers vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

cash parking, gold signal, leveraged etfs, mean-reversion, tactical, tech/semis/biotech, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.22

—

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

1.30

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

8.01

—

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

22.54

—

Daily win rate, backtest period (backtest)

52.73%

—

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

74.95%

—

Backtest

Backtest final value (from $10,000)

$386k

—

Backtest regulatory fees

$407

—

Backtest slippage cost

$3,252

—

Returns

Backtest length

2,854

—

Out-of-sample length

503

—

Return, backtest period (annualized) (backtest)

38.06%

—

Return, backtest period (cumulative) (backtest)

3761%

—

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

47.02%

261.52%

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

116.15%

6.85%

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

0.04%

—

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

0.34%

1.95%

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

0.09%

—

Return, trailing 1 year (backtest)

53.52%

—

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

53.52%

0.00%

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

0.17%

—

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

14.86%

6.14%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.04

—

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

4.78

376.45

Maximum drawdown, backtest period (backtest)

-18.69%

—

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

-9.84%

-0.69%

Sharpe ratio, backtest period (backtest)

1.08

—

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

1.06

7.79

Sortino ratio, backtest period (backtest)

4.61

—

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

4.34

—

Standard deviation, backtest period (backtest)

34.52%

—

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

43.71%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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