Side-by-side comparison

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85% Heat-Signal Tactics, 15% Nasdaq Trend Sleeve vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target

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Hedge / defensive overlay: Cash / T-bills

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

—

Rebalance schedule

—

Trading signal: Drawdown / loss from peak

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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)

daily rebalancing, leveraged etfs, mean reversion, nasdaq-100 focus, tactical allocation, trend following, volatility hedging

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)

-0.07

—

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

2.02

—

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

0.64

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Trading activity

Annualized turnover, backtest period (backtest)

42.45

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

44.64

—

Daily win rate, backtest period (backtest)

50.86%

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

57.17%

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Backtest

Backtest final value (from $10,000)

$412.8M

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Backtest regulatory fees

$1.1M

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Backtest slippage cost

$10.2M

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Returns

Backtest length

3,655

—

Out-of-sample length

453

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Return, backtest period (annualized) (backtest)

108.04%

—

Return, backtest period (cumulative) (backtest)

4128k%

—

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

21.10%

261.52%

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

40.54%

6.85%

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

-6.33%

—

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

7.10%

1.95%

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

-10.07%

—

Return, trailing 1 year (backtest)

-0.66%

—

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

12.19%

0.00%

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

-11.87%

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

-3.29%

6.14%

SPY annualized return over the backtest window (backtest)

14.40%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

0.53

376.45

Maximum drawdown, backtest period (backtest)

-40.95%

—

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

-39.58%

-0.69%

Sharpe ratio, backtest period (backtest)

1.75

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

0.62

7.79

Sortino ratio, backtest period (backtest)

3.21

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

0.75

—

Standard deviation, backtest period (backtest)

48.35%

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

52.98%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

Popularity

Remixes (copies)

—

Watchers

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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