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Weekly AI Stock Picks with Bitcoin Trust 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)

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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)

0.20

—

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

2.20

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

22.48

—

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

21.64

—

Daily win rate, backtest period (backtest)

55.15%

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

53.31%

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Backtest

Backtest final value (from $10,000)

$2.6M

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Backtest regulatory fees

$2,288

—

Backtest slippage cost

$20k

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Returns

Backtest length

2,876

—

Out-of-sample length

257

—

Return, backtest period (annualized) (backtest)

62.50%

—

Return, backtest period (cumulative) (backtest)

25k%

—

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

62.91%

138.64%

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

64.81%

3.87%

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

2.71%

—

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

7.50%

8.12%

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

-1.45%

—

Return, trailing 1 year (backtest)

60.03%

—

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

60.03%

0.00%

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

2.30%

—

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

16.08%

0.00%

SPY annualized return over the backtest window (backtest)

13.97%

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Risk metrics

Calmar ratio, backtest period (backtest)

1.45

—

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

2.20

51.98

Maximum drawdown, backtest period (backtest)

-43.00%

—

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

-28.65%

-2.67%

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.40

4.29

Sortino ratio, backtest period (backtest)

2.17

—

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

2.17

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Standard deviation, backtest period (backtest)

38.89%

—

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

41.09%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

10.00%

Rebalance frequency

weekly

none

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