Side-by-side comparison

Compare investment strategies

40/30/30 S&P 500, Apple and Microsoft Mix vs Rising Rates Volatility Switch Risk-Parity Mix

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)

concentrated, core-satellite, daily rebalancing, large-cap, rules-based, tech overweight, us equities

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.01

—

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

0.86

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

0.00

—

Daily win rate, backtest period (backtest)

54.25%

—

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

54.39%

—

Backtest

Backtest final value (from $10,000)

$3.2M

—

Backtest regulatory fees

$605

—

Backtest slippage cost

$2,390

—

Returns

Backtest length

8,487

—

Out-of-sample length

410

—

Return, backtest period (annualized) (backtest)

18.63%

—

Return, backtest period (cumulative) (backtest)

31k%

—

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

24.21%

3.62%

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

41.69%

2.81%

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

-0.89%

—

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

5.66%

0.34%

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

-0.84%

—

Return, trailing 1 year (backtest)

18.04%

—

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

18.98%

6.30%

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

0.96%

—

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

14.95%

0.95%

SPY annualized return over the backtest window (backtest)

10.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.32

—

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

1.38

331.36

Maximum drawdown, backtest period (backtest)

-58.48%

—

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

-17.52%

-0.01%

Sharpe ratio, backtest period (backtest)

0.83

—

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

1.18

18.06

Sortino ratio, backtest period (backtest)

1.21

—

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

1.84

—

Standard deviation, backtest period (backtest)

24.00%

—

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

20.08%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

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