Side-by-side comparison

Compare investment strategies

3x Tech with Bitcoin and KMLM Filter 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)

bonds timing, commodities, crypto, leveraged etfs, managed-futures (kmlm) filter, momentum/trend, multi-asset tactical, volatility-hedged

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)

0.34

—

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

0.46

—

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

0.22

—

Trading activity

Annualized turnover, backtest period (backtest)

56.15

—

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

55.62

—

Daily win rate, backtest period (backtest)

59.14%

—

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

53.37%

—

Backtest

Backtest final value (from $10,000)

$1.9M

—

Backtest regulatory fees

$4,430

—

Backtest slippage cost

$35k

—

Returns

Backtest length

1,258

—

Out-of-sample length

341

—

Return, backtest period (annualized) (backtest)

184.83%

—

Return, backtest period (cumulative) (backtest)

19k%

—

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

50.34%

261.52%

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

73.91%

6.85%

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

-0.20%

—

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

-5.38%

1.95%

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

-0.31%

—

Return, trailing 1 year (backtest)

59.71%

—

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

59.71%

0.00%

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

-1.24%

—

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

13.44%

6.14%

SPY annualized return over the backtest window (backtest)

13.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.01

—

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

3.00

376.45

Maximum drawdown, backtest period (backtest)

-16.78%

—

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

-16.79%

-0.69%

Sharpe ratio, backtest period (backtest)

3.89

—

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

1.72

7.79

Sortino ratio, backtest period (backtest)

8.00

—

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

2.99

—

Standard deviation, backtest period (backtest)

27.95%

—

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

25.64%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

2,346

—

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