Side-by-side comparison

Compare investment strategies

60% Tactical Sleeve: Volatility Fade and 3x Dip Buys 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)

daily rebalance, inverse/volatility hedges, leveraged etfs, tactical, tech-heavy, trend + mean reversion

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)

0.31

—

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

2.45

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

50.80

—

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

48.14

—

Daily win rate, backtest period (backtest)

54.54%

—

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

54.32%

—

Backtest

Backtest final value (from $10,000)

$13.1B

—

Backtest regulatory fees

$22.9M

—

Backtest slippage cost

$220.8M

—

Returns

Backtest length

3,775

—

Out-of-sample length

602

—

Return, backtest period (annualized) (backtest)

155.99%

—

Return, backtest period (cumulative) (backtest)

130844k%

—

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

74.09%

67.14%

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

276.83%

4.80%

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

-0.41%

—

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

-4.34%

4.80%

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

-0.12%

—

Return, trailing 1 year (backtest)

45.89%

—

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

45.86%

0.00%

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

-0.61%

—

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

-5.03%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.70

—

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

1.28

53.07

Maximum drawdown, backtest period (backtest)

-57.75%

—

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

-57.76%

-1.27%

Sharpe ratio, backtest period (backtest)

2.01

—

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

1.13

4.69

Sortino ratio, backtest period (backtest)

3.45

—

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

1.98

—

Standard deviation, backtest period (backtest)

53.96%

—

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

67.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

134

—

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