Side-by-side comparison

Compare investment strategies

3x Tech Trend, Washout Catchers, UVXY Fades 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)

leveraged etfs, long/short, market timing, mean reversion, tactical rotation, 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)

0.01

—

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

1.75

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

63.46

—

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

55.33

—

Daily win rate, backtest period (backtest)

57.27%

—

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

53.91%

—

Backtest

Backtest final value (from $10,000)

$18.9B

—

Backtest regulatory fees

$50.9M

—

Backtest slippage cost

$490.3M

—

Returns

Backtest length

2,855

—

Out-of-sample length

460

—

Return, backtest period (annualized) (backtest)

257.91%

—

Return, backtest period (cumulative) (backtest)

188847k%

—

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

16.56%

261.52%

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

31.88%

6.85%

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

-2.24%

—

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

12.15%

1.95%

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

1.19%

—

Return, trailing 1 year (backtest)

16.25%

—

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

10.69%

0.00%

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

-3.10%

—

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

15.09%

6.14%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.04

—

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

0.39

376.45

Maximum drawdown, backtest period (backtest)

-42.69%

—

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

-42.70%

-0.69%

Sharpe ratio, backtest period (backtest)

2.33

—

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

0.56

7.79

Sortino ratio, backtest period (backtest)

4.86

—

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

0.76

—

Standard deviation, backtest period (backtest)

62.58%

—

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

52.07%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

189

—

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