Side-by-side comparison

Compare investment strategies

30% Index Trend, 70% Volatility/Bond Hedge Engine 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)

bonds, leveraged & inverse etfs, tactical multi-asset, tech tilt, trend + mean reversion, 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)

0.02

—

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

0.78

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

28.68

—

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

30.60

—

Daily win rate, backtest period (backtest)

58.48%

—

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

56.33%

—

Backtest

Backtest final value (from $10,000)

$7.1M

—

Backtest regulatory fees

$18k

—

Backtest slippage cost

$143k

—

Returns

Backtest length

3,721

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

55.96%

—

Return, backtest period (cumulative) (backtest)

71k%

—

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

16.92%

67.14%

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

39.79%

4.80%

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

-1.52%

—

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

3.38%

4.80%

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

-2.66%

—

Return, trailing 1 year (backtest)

11.48%

—

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

15.72%

0.00%

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

-2.38%

—

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

8.97%

0.00%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.84

—

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

1.16

53.07

Maximum drawdown, backtest period (backtest)

-14.58%

—

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

-14.58%

-1.27%

Sharpe ratio, backtest period (backtest)

2.39

—

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

0.94

4.69

Sortino ratio, backtest period (backtest)

5.14

—

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

1.48

—

Standard deviation, backtest period (backtest)

19.40%

—

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

18.53%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

313

—

Rebalance corridor width

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