Side-by-side comparison

Compare investment strategies

100% LABU 3x Biotech vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

biotech sector, daily rebalance, directional long-only, equities, high risk, leveraged etf, single-asset

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)

0.37

—

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

2.80

—

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

0.56

—

Trading activity

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

0.00

—

Daily win rate, backtest period (backtest)

51.70%

—

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

54.77%

—

Backtest

Backtest final value (from $10,000)

$797

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

2,859

—

Out-of-sample length

440

—

Return, backtest period (annualized) (backtest)

-19.98%

—

Return, backtest period (cumulative) (backtest)

-92.03%

—

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

68.95%

138.64%

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

150.36%

3.87%

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

9.01%

—

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

-12.88%

8.12%

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

-2.26%

—

Return, trailing 1 year (backtest)

118.13%

—

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

118.13%

0.00%

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

-3.72%

—

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

-25.03%

0.00%

SPY annualized return over the backtest window (backtest)

14.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.20

—

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

1.10

51.98

Maximum drawdown, backtest period (backtest)

-99.18%

—

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

-62.92%

-2.67%

Sharpe ratio, backtest period (backtest)

0.27

—

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

1.04

4.29

Sortino ratio, backtest period (backtest)

0.38

—

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

1.55

—

Standard deviation, backtest period (backtest)

98.06%

—

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

85.23%

22.88%

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

daily

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