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Compare investment strategies

20-Day BND vs 60-Day SH Gate with TQQQ and T-Bills 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)

leveraged etfs, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility hedging

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)

0.09

—

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

2.63

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

36.87

—

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

37.54

—

Daily win rate, backtest period (backtest)

54.09%

—

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

59.78%

—

Backtest

Backtest final value (from $10,000)

$3.1B

—

Backtest regulatory fees

$4.2M

—

Backtest slippage cost

$40.4M

—

Returns

Backtest length

3,964

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

123.31%

—

Return, backtest period (cumulative) (backtest)

30897k%

—

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

51.81%

67.14%

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

143.81%

4.80%

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

0.04%

—

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

0.34%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

71.53%

—

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

71.51%

0.00%

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

0.17%

—

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

-5.18%

0.00%

SPY annualized return over the backtest window (backtest)

14.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.43

—

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

1.04

53.07

Maximum drawdown, backtest period (backtest)

-50.74%

—

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

-49.83%

-1.27%

Sharpe ratio, backtest period (backtest)

1.90

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

3.15

—

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

1.64

—

Standard deviation, backtest period (backtest)

48.49%

—

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

55.64%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

297

—

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