Side-by-side comparison

Compare investment strategies

3x Tech Trend with Dividend/Growth and Futures Core 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)

leveraged etfs, managed futures, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging

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)

-0.02

—

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

1.15

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

76.51

—

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

80.02

—

Daily win rate, backtest period (backtest)

58.76%

—

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

54.71%

—

Backtest

Backtest final value (from $10,000)

$205k

—

Backtest regulatory fees

$1,077

—

Backtest slippage cost

$8,202

—

Returns

Backtest length

1,142

—

Out-of-sample length

393

—

Return, backtest period (annualized) (backtest)

94.65%

—

Return, backtest period (cumulative) (backtest)

1951%

—

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

23.58%

67.14%

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

38.54%

4.80%

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

-1.70%

—

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

4.36%

4.80%

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

-2.90%

—

Return, trailing 1 year (backtest)

-1.40%

—

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

3.34%

0.00%

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

-1.17%

—

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

16.24%

0.00%

SPY annualized return over the backtest window (backtest)

13.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.66

—

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

1.25

53.07

Maximum drawdown, backtest period (backtest)

-20.33%

—

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

-18.79%

-1.27%

Sharpe ratio, backtest period (backtest)

2.64

—

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

0.84

4.69

Sortino ratio, backtest period (backtest)

4.92

—

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

1.38

—

Standard deviation, backtest period (backtest)

26.58%

—

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

30.69%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

5,398

—

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