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Compare investment strategies

15/15 BB with Pops K-1 Free Treasury Rotation vs Domestic Leveraged Sector Trend Rotation

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)

bond signals, high risk, k‑1 free, leveraged etfs, mean reversion + trend, tactical, tech/semis focus, volatility-based

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.49

—

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

1.65

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

79.70

—

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

80.95

—

Daily win rate, backtest period (backtest)

52.07%

—

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

62.50%

—

Backtest

Backtest final value (from $10,000)

$39.8B

—

Backtest regulatory fees

$151.1M

—

Backtest slippage cost

$1.5B

—

Returns

Backtest length

3,649

—

Out-of-sample length

800

—

Return, backtest period (annualized) (backtest)

185.52%

—

Return, backtest period (cumulative) (backtest)

397604k%

—

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

72.09%

67.14%

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

461.55%

4.80%

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

0.02%

—

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

0.96%

4.80%

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

0.07%

—

Return, trailing 1 year (backtest)

6.38%

—

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

6.36%

0.00%

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

0.15%

—

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

28.00%

0.00%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

1.20

53.07

Maximum drawdown, backtest period (backtest)

-70.36%

—

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

-59.90%

-1.27%

Sharpe ratio, backtest period (backtest)

1.89

—

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

1.08

4.69

Sortino ratio, backtest period (backtest)

3.25

—

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

1.82

—

Standard deviation, backtest period (backtest)

67.36%

—

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

75.44%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,071

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

1,180

—

Watchers

282

—

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