Side-by-side comparison

Compare investment strategies

3x Tech Trend, VIX Hedges, Dollar/Bond Defense 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, gold, leveraged growth, tactical rotation, treasuries, trend-following, u.s. dollar, volatility hedge

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)

-0.10

—

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

1.65

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

44.62

—

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

43.90

—

Daily win rate, backtest period (backtest)

58.76%

—

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

51.57%

—

Backtest

Backtest final value (from $10,000)

$7.2B

—

Backtest regulatory fees

$24.4M

—

Backtest slippage cost

$235.6M

—

Returns

Backtest length

3,717

—

Out-of-sample length

636

—

Return, backtest period (annualized) (backtest)

149.44%

—

Return, backtest period (cumulative) (backtest)

71917k%

—

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

16.94%

261.52%

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

47.98%

6.85%

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

-4.01%

—

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

10.70%

1.95%

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

-13.15%

—

Return, trailing 1 year (backtest)

-17.75%

—

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

-0.36%

0.00%

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

-15.28%

—

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

7.94%

6.14%

SPY annualized return over the backtest window (backtest)

14.86%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.47

—

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

0.39

376.45

Maximum drawdown, backtest period (backtest)

-43.06%

—

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

-43.07%

-0.69%

Sharpe ratio, backtest period (backtest)

2.04

—

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

0.57

7.79

Sortino ratio, backtest period (backtest)

3.72

—

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

0.67

—

Standard deviation, backtest period (backtest)

50.99%

—

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

44.42%

18.11%

Quality

Community review status

REJECTED

—

Holdings

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

0.42

—

Construction

Logic complexity (node count)

157

—

Rebalance corridor width

10.00%

—

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