Side-by-side comparison

Compare investment strategies

200-Day Trend UPRO or 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)

daily rebalance, leveraged s&p 500, risk-on/risk-off, tactical allocation, treasury bills, trend-following

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)

0.01

—

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

1.83

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

5.21

—

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

2.50

—

Daily win rate, backtest period (backtest)

52.54%

—

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

55.94%

—

Backtest

Backtest final value (from $10,000)

$488k

—

Backtest regulatory fees

$216

—

Backtest slippage cost

$1,600

—

Returns

Backtest length

4,349

—

Out-of-sample length

808

—

Return, backtest period (annualized) (backtest)

25.26%

—

Return, backtest period (cumulative) (backtest)

4783%

—

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

34.92%

67.14%

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

161.60%

4.80%

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

1.69%

—

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

5.98%

4.80%

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

3.21%

—

Return, trailing 1 year (backtest)

23.48%

—

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

23.48%

0.00%

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

2.31%

—

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

8.04%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.49

—

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

1.25

53.07

Maximum drawdown, backtest period (backtest)

-51.46%

—

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

-27.98%

-1.27%

Sharpe ratio, backtest period (backtest)

0.81

—

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

1.03

4.69

Sortino ratio, backtest period (backtest)

1.11

—

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

1.45

—

Standard deviation, backtest period (backtest)

36.02%

—

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

35.24%

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

—

1.00%

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