Side-by-side comparison

Compare investment strategies

15/15 Leveraged Tech Trend with Inverse Hedges (No K-1) vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

hedged, leveraged etfs, mean reversion, risk-managed, tactical, tech-focused, trend-following, volatility-sensitive

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.03

—

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

2.63

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

83.15

—

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

88.61

—

Daily win rate, backtest period (backtest)

55.35%

—

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

54.43%

—

Backtest

Backtest final value (from $10,000)

$12.6B

—

Backtest regulatory fees

$39.5M

—

Backtest slippage cost

$381.0M

—

Returns

Backtest length

3,205

—

Out-of-sample length

757

—

Return, backtest period (annualized) (backtest)

201.71%

—

Return, backtest period (cumulative) (backtest)

126290k%

—

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

44.14%

261.52%

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

200.31%

6.85%

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

0.30%

—

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

12.50%

1.95%

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

-5.48%

—

Return, trailing 1 year (backtest)

89.65%

—

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

89.59%

0.00%

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

-0.77%

—

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

27.36%

6.14%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.74

—

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

0.81

376.45

Maximum drawdown, backtest period (backtest)

-73.63%

—

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

-54.82%

-0.69%

Sharpe ratio, backtest period (backtest)

1.99

—

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

0.87

7.79

Sortino ratio, backtest period (backtest)

3.38

—

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

1.42

—

Standard deviation, backtest period (backtest)

66.15%

—

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

66.35%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

1,196

—

Rebalance frequency

daily

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