Side-by-side comparison

Compare investment strategies

3x Equity Risk Thermostat with Shipping Signal and Crypto vs Rising Rates Volatility Switch Risk-Parity Mix

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 sleeve, hedging/shorting, leveraged etfs, sector rotation, tactical allocation, trend + mean reversion, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

2.53

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

33.64

—

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

53.45

—

Daily win rate, backtest period (backtest)

59.02%

—

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

59.38%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$2,408

—

Backtest slippage cost

$20k

—

Returns

Backtest length

2,089

—

Out-of-sample length

352

—

Return, backtest period (annualized) (backtest)

76.98%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

60.56%

3.62%

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

94.11%

2.81%

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

1.82%

—

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

6.83%

0.34%

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

2.08%

—

Return, trailing 1 year (backtest)

59.07%

—

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

59.07%

6.30%

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

1.06%

—

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

-22.24%

0.95%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.95

—

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

1.54

331.36

Maximum drawdown, backtest period (backtest)

-39.38%

—

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

-39.38%

-0.01%

Sharpe ratio, backtest period (backtest)

1.80

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

2.94

—

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

1.73

—

Standard deviation, backtest period (backtest)

35.23%

—

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

53.65%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

396

—

Rebalance corridor width

—

5.00%

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