Side-by-side comparison

Compare investment strategies

60/40 Stocks and Bonds with 3x Stocks and Plain Bonds 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)

60/40 balanced, high risk/high return, leveraged etfs, monthly rebalance, us stocks, us treasuries

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)

-0.08

—

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

1.74

—

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

0.96

—

Trading activity

Annualized turnover, backtest period (backtest)

1.85

—

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

1.64

—

Daily win rate, backtest period (backtest)

55.32%

—

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

54.46%

—

Backtest

Backtest final value (from $10,000)

$368k

—

Backtest regulatory fees

$27

—

Backtest slippage cost

$136

—

Returns

Backtest length

4,190

—

Out-of-sample length

808

—

Return, backtest period (annualized) (backtest)

24.21%

—

Return, backtest period (cumulative) (backtest)

3582%

—

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

24.54%

67.14%

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

102.29%

4.80%

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

0.81%

—

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

3.32%

4.80%

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

1.20%

—

Return, trailing 1 year (backtest)

20.49%

—

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

20.49%

0.00%

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

0.71%

—

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

1.18%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.44

—

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

0.79

53.07

Maximum drawdown, backtest period (backtest)

-54.44%

—

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

-31.17%

-1.27%

Sharpe ratio, backtest period (backtest)

0.95

—

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

0.94

4.69

Sortino ratio, backtest period (backtest)

1.34

—

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

1.37

—

Standard deviation, backtest period (backtest)

26.62%

—

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

27.21%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

monthly

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