Side-by-side comparison

Compare investment strategies

3x Tech/Semis Trend and Dip-Buy with Defensive Rotation 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, inverse/volatility hedges, leveraged tech etfs, momentum & mean‑reversion, tactical rotation

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)

0.24

—

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

1.59

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

42.78

—

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

42.52

—

Daily win rate, backtest period (backtest)

59.98%

—

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

55.04%

—

Backtest

Backtest final value (from $10,000)

$2.0M

—

Backtest regulatory fees

$2,945

—

Backtest slippage cost

$24k

—

Returns

Backtest length

1,132

—

Out-of-sample length

258

—

Return, backtest period (annualized) (backtest)

223.79%

—

Return, backtest period (cumulative) (backtest)

20k%

—

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

53.98%

261.52%

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

54.24%

6.85%

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

-0.49%

—

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

-0.02%

1.95%

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

0.73%

—

Return, trailing 1 year (backtest)

58.50%

—

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

55.16%

0.00%

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

-3.40%

—

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

11.81%

6.14%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.20

—

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

3.36

376.45

Maximum drawdown, backtest period (backtest)

-18.35%

—

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

-16.07%

-0.69%

Sharpe ratio, backtest period (backtest)

3.22

—

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

1.37

7.79

Sortino ratio, backtest period (backtest)

6.46

—

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

2.13

—

Standard deviation, backtest period (backtest)

38.81%

—

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

36.26%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

594

—

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