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Compare investment strategies

3x Sector Dip Buyer with Risk-Parity Core 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)

dip buying, leveraged etfs, multi-asset, regime switching, risk parity, tactical, trend + mean-reversion, volatility hedging

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)

0.74

—

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

4.07

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

70.02

—

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

79.79

—

Daily win rate, backtest period (backtest)

57.83%

—

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

55.05%

—

Backtest

Backtest final value (from $10,000)

$111.5M

—

Backtest regulatory fees

$193k

—

Backtest slippage cost

$1.8M

—

Returns

Backtest length

1,738

—

Out-of-sample length

109

—

Return, backtest period (annualized) (backtest)

285.91%

—

Return, backtest period (cumulative) (backtest)

1115k%

—

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

221.00%

261.52%

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

66.38%

6.85%

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

0.93%

—

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

14.09%

1.95%

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

0.46%

—

Return, trailing 1 year (backtest)

134.63%

—

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

0.00%

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

0.74%

—

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

11.60%

6.14%

SPY annualized return over the backtest window (backtest)

16.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.18

—

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

12.98

376.45

Maximum drawdown, backtest period (backtest)

-46.30%

—

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

-17.03%

-0.69%

Sharpe ratio, backtest period (backtest)

2.39

—

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

1.80

7.79

Sortino ratio, backtest period (backtest)

4.51

—

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

3.56

—

Standard deviation, backtest period (backtest)

65.03%

—

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

83.38%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

6,971

—

Rebalance corridor width

1.00%

—

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