Side-by-side comparison

Compare investment strategies

3x S&P, Global Value, Long Treasuries, Gold, Futures 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)

aggressive, diversification, global value tilt, gold, leveraged equities, long treasuries, managed futures, multi-asset

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)

0.04

—

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

0.75

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

1.10

—

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

1.09

—

Daily win rate, backtest period (backtest)

55.49%

—

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

55.80%

—

Backtest

Backtest final value (from $10,000)

$17k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

829

—

Out-of-sample length

405

—

Return, backtest period (annualized) (backtest)

18.05%

—

Return, backtest period (cumulative) (backtest)

72.72%

—

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

21.94%

67.14%

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

37.01%

4.80%

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

-0.73%

—

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

-1.00%

4.80%

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

-0.28%

—

Return, trailing 1 year (backtest)

10.13%

—

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

12.97%

0.00%

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

0.58%

—

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

0.93%

0.00%

SPY annualized return over the backtest window (backtest)

19.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.32

—

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

1.99

53.07

Maximum drawdown, backtest period (backtest)

-13.65%

—

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

-11.01%

-1.27%

Sharpe ratio, backtest period (backtest)

1.25

—

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

1.39

4.69

Sortino ratio, backtest period (backtest)

1.84

—

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

2.00

—

Standard deviation, backtest period (backtest)

14.12%

—

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

15.12%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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