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Weekly Grind Pop Bots: S&P, Nasdaq and Semis Sleeves vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

leveraged etfs, mean reversion, momentum rotation, multi-asset, tactical allocation, volatility filter

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.13

—

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

0.44

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

27.58

—

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

27.42

—

Daily win rate, backtest period (backtest)

54.93%

—

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

52.31%

—

Backtest

Backtest final value (from $10,000)

$145k

—

Backtest regulatory fees

$341

—

Backtest slippage cost

$2,510

—

Returns

Backtest length

1,866

—

Out-of-sample length

975

—

Return, backtest period (annualized) (backtest)

43.52%

—

Return, backtest period (cumulative) (backtest)

1354%

—

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

21.87%

103.09%

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

115.14%

4.90%

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

0.82%

—

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

1.52%

-4.41%

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

2.14%

—

Return, trailing 1 year (backtest)

54.46%

—

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

54.46%

0.00%

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

0.70%

—

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

24.29%

0.00%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.41

—

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

1.21

64.30

Maximum drawdown, backtest period (backtest)

-18.07%

—

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

-18.07%

-1.60%

Sharpe ratio, backtest period (backtest)

1.94

—

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

1.17

6.66

Sortino ratio, backtest period (backtest)

3.78

—

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

2.23

—

Standard deviation, backtest period (backtest)

19.65%

—

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

18.41%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

286

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

weekly

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