Side-by-side comparison

Compare investment strategies

3x Stock/Treasury Barbell with Dip Buys and Havens 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)

dip buying, hedging, leveraged etfs, macro signals, managed futures, risk-on/risk-off, sector rotation, trend following, volatility targeting

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)

-0.07

—

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

1.98

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

35.06

—

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

31.18

—

Daily win rate, backtest period (backtest)

58.09%

—

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

53.82%

—

Backtest

Backtest final value (from $10,000)

$8.4M

—

Backtest regulatory fees

$18k

—

Backtest slippage cost

$145k

—

Returns

Backtest length

1,847

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

150.57%

—

Return, backtest period (cumulative) (backtest)

84k%

—

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

23.94%

67.14%

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

57.31%

4.80%

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

-3.11%

—

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

3.16%

4.80%

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

-2.33%

—

Return, trailing 1 year (backtest)

13.29%

—

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

18.54%

0.00%

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

-3.29%

—

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

1.68%

0.00%

SPY annualized return over the backtest window (backtest)

15.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.62

—

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

0.58

53.07

Maximum drawdown, backtest period (backtest)

-41.57%

—

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

-41.59%

-1.27%

Sharpe ratio, backtest period (backtest)

2.60

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

4.62

—

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

1.12

—

Standard deviation, backtest period (backtest)

38.19%

—

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

36.85%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

2,758

—

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