Side-by-side comparison

Compare investment strategies

200-Day Trend and Volatility Leveraged Index Risk Switch 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)

hedging, leveraged etfs, risk-on/risk-off, tactical rotation, trend-following, volatility targeting

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)

-0.08

—

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

1.88

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

68.44

—

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

64.98

—

Daily win rate, backtest period (backtest)

56.78%

—

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

55.76%

—

Backtest

Backtest final value (from $10,000)

$48.9M

—

Backtest regulatory fees

$175k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

3,769

—

Out-of-sample length

538

—

Return, backtest period (annualized) (backtest)

76.45%

—

Return, backtest period (cumulative) (backtest)

489k%

—

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

21.00%

67.14%

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

49.65%

4.80%

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

-2.36%

—

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

-2.49%

4.80%

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

-4.25%

—

Return, trailing 1 year (backtest)

30.24%

—

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

37.29%

0.00%

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

-5.94%

—

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

-4.79%

0.00%

SPY annualized return over the backtest window (backtest)

15.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

0.52

53.07

Maximum drawdown, backtest period (backtest)

-40.53%

—

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

-40.54%

-1.27%

Sharpe ratio, backtest period (backtest)

1.82

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

3.11

—

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

0.98

—

Standard deviation, backtest period (backtest)

34.37%

—

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

40.00%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.42

—

Construction

Logic complexity (node count)

7,561

—

Rebalance corridor width

2.00%

1.00%

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