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Weekly Crypto-Stock Momentum and Dip Picks 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)

bitcoin-sensitive, crypto equities, mean reversion, momentum, risk-on/risk-off, tactical allocation, weekly

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)

-0.22

—

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

2.69

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

17.85

—

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

18.31

—

Daily win rate, backtest period (backtest)

49.45%

—

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

51.47%

—

Backtest

Backtest final value (from $10,000)

$28k

—

Backtest regulatory fees

$61

—

Backtest slippage cost

$279

—

Returns

Backtest length

1,365

—

Out-of-sample length

136

—

Return, backtest period (annualized) (backtest)

21.13%

—

Return, backtest period (cumulative) (backtest)

182.62%

—

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

99.32%

138.64%

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

43.13%

3.87%

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

-7.70%

—

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

-4.76%

8.12%

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

-12.18%

—

Return, trailing 1 year (backtest)

-35.83%

—

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

40.99%

0.00%

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

-22.65%

—

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

1.57%

0.00%

SPY annualized return over the backtest window (backtest)

14.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.24

—

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

3.24

51.98

Maximum drawdown, backtest period (backtest)

-87.44%

—

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

-30.64%

-2.67%

Sharpe ratio, backtest period (backtest)

0.63

—

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

1.46

4.29

Sortino ratio, backtest period (backtest)

0.97

—

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

1.48

—

Standard deviation, backtest period (backtest)

74.20%

—

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

59.96%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

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