Side-by-side comparison

Compare investment strategies

3x S&P Trend, Staples Sleeve, UVXY Spike Trades vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

consumer staples, gold, leveraged etfs, regime-switching, rsi extremes, s&p 500 focus, semiconductors, treasuries, t‑bills, volatility trading

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.06

—

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

1.32

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

21.21

—

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

14.15

—

Daily win rate, backtest period (backtest)

55.18%

—

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

52.62%

—

Backtest

Backtest final value (from $10,000)

$1.1B

—

Backtest regulatory fees

$823k

—

Backtest slippage cost

$7.9M

—

Returns

Backtest length

3,771

—

Out-of-sample length

382

—

Return, backtest period (annualized) (backtest)

117.72%

—

Return, backtest period (cumulative) (backtest)

11422k%

—

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

33.03%

261.52%

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

53.25%

6.85%

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

-2.42%

—

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

4.97%

1.95%

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

-3.01%

—

Return, trailing 1 year (backtest)

9.17%

—

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

12.30%

0.00%

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

-1.42%

—

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

6.53%

6.14%

SPY annualized return over the backtest window (backtest)

15.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.76

—

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

1.15

376.45

Maximum drawdown, backtest period (backtest)

-31.30%

—

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

-28.78%

-0.69%

Sharpe ratio, backtest period (backtest)

2.05

—

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

1.17

7.79

Sortino ratio, backtest period (backtest)

4.16

—

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

1.57

—

Standard deviation, backtest period (backtest)

41.96%

—

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

27.63%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.63

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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