Side-by-side comparison

Compare investment strategies

3x Tech Dip-Buys with VIX Exit, KMLM Tripwire vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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 rebalancing, leveraged/inverse etfs, risk-on/risk-off, tactical allocation, trend following, 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)

0.25

—

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

0.07

—

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

0.04

—

Trading activity

Annualized turnover, backtest period (backtest)

56.96

—

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

53.11

—

Daily win rate, backtest period (backtest)

61.21%

—

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

53.63%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$2,910

—

Backtest slippage cost

$23k

—

Returns

Backtest length

1,142

—

Out-of-sample length

358

—

Return, backtest period (annualized) (backtest)

179.27%

—

Return, backtest period (cumulative) (backtest)

10k%

—

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

33.93%

261.52%

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

50.57%

6.85%

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

-0.73%

—

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

1.55%

1.95%

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

-5.56%

—

Return, trailing 1 year (backtest)

9.17%

—

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

25.43%

0.00%

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

-6.46%

—

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

14.83%

6.14%

SPY annualized return over the backtest window (backtest)

13.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.47

—

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

1.98

376.45

Maximum drawdown, backtest period (backtest)

-17.13%

—

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

-17.13%

-0.69%

Sharpe ratio, backtest period (backtest)

3.99

—

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

1.33

7.79

Sortino ratio, backtest period (backtest)

8.99

—

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

1.83

—

Standard deviation, backtest period (backtest)

26.69%

—

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

24.10%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

1,482

—

Rebalance frequency

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