Side-by-side comparison

Compare investment strategies

3x Nasdaq Dips, VXX Overheat, Least-Hot Safety Pick 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, defensive rotation, leveraged etfs, rsi extremes, tactical allocation, 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)

0.09

—

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

0.72

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

68.19

—

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

63.18

—

Daily win rate, backtest period (backtest)

54.75%

—

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

52.48%

—

Backtest

Backtest final value (from $10,000)

$633k

—

Backtest regulatory fees

$2,984

—

Backtest slippage cost

$25k

—

Returns

Backtest length

2,199

—

Out-of-sample length

343

—

Return, backtest period (annualized) (backtest)

60.81%

—

Return, backtest period (cumulative) (backtest)

6227%

—

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

23.65%

67.14%

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

32.94%

4.80%

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

-2.52%

—

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

-2.15%

4.80%

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

1.10%

—

Return, trailing 1 year (backtest)

20.51%

—

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

26.21%

0.00%

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

2.15%

—

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

5.40%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.89

—

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

2.16

53.07

Maximum drawdown, backtest period (backtest)

-21.04%

—

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

-10.92%

-1.27%

Sharpe ratio, backtest period (backtest)

1.70

—

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

1.23

4.69

Sortino ratio, backtest period (backtest)

3.87

—

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

2.31

—

Standard deviation, backtest period (backtest)

30.59%

—

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

18.79%

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