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Compare investment strategies

WUGI Tech Core with BOXX and Small-Cap Inverse Hedge 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)

cash alternative, core tech growth, tactical hedge, trend-following

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)

0.09

—

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

0.64

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

5.20

—

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

5.18

—

Daily win rate, backtest period (backtest)

55.70%

—

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

57.05%

—

Backtest

Backtest final value (from $10,000)

$26k

—

Backtest regulatory fees

—

Backtest slippage cost

$60

—

Returns

Backtest length

948

—

Out-of-sample length

617

—

Return, backtest period (annualized) (backtest)

28.81%

—

Return, backtest period (cumulative) (backtest)

159.43%

—

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

22.87%

138.64%

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

65.72%

3.87%

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

0.44%

—

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

4.18%

8.12%

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

-1.63%

—

Return, trailing 1 year (backtest)

8.59%

—

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

8.59%

0.00%

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

0.00%

—

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

-1.17%

0.00%

SPY annualized return over the backtest window (backtest)

22.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.82

—

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

1.45

51.98

Maximum drawdown, backtest period (backtest)

-15.82%

—

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

-15.82%

-2.67%

Sharpe ratio, backtest period (backtest)

1.49

—

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

1.23

4.29

Sortino ratio, backtest period (backtest)

2.22

—

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

1.76

—

Standard deviation, backtest period (backtest)

18.08%

—

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

18.04%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

10.00%

Rebalance frequency

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