Side-by-side comparison

Compare investment strategies

2x Coinbase/Bitcoin and NVDA Rotation with Hedges 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)

crypto-linked, daily rebalanced, leveraged etfs, momentum rotation, semiconductor/nvda, short-term, tactical, volatility hedge

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)

0.21

—

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

2.47

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

89.67

—

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

84.68

—

Daily win rate, backtest period (backtest)

51.15%

—

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

48.29%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$98k

—

Returns

Backtest length

829

—

Out-of-sample length

497

—

Return, backtest period (annualized) (backtest)

336.79%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

15.82%

67.14%

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

33.20%

4.80%

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

12.39%

—

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

-9.20%

4.80%

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

-3.10%

—

Return, trailing 1 year (backtest)

-67.49%

—

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

-74.44%

0.00%

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

-13.32%

—

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

-4.59%

0.00%

SPY annualized return over the backtest window (backtest)

19.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.08

—

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

0.19

53.07

Maximum drawdown, backtest period (backtest)

-82.45%

—

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

-82.46%

-1.27%

Sharpe ratio, backtest period (backtest)

1.90

—

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

0.64

4.69

Sortino ratio, backtest period (backtest)

3.30

—

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

0.95

—

Standard deviation, backtest period (backtest)

106.57%

—

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

101.64%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

211

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

212

—

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