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Compare investment strategies

Aggressive 3x Tech with Volatility and Bond Defense vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

bonds, inverse etfs, leveraged etfs, risk-on/risk-off, tactical allocation, trend/momentum, volatility timing

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)

-0.03

—

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

1.25

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

62.92

—

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

57.03

—

Daily win rate, backtest period (backtest)

54.89%

—

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

51.96%

—

Backtest

Backtest final value (from $10,000)

$268k

—

Backtest regulatory fees

$1,178

—

Backtest slippage cost

$9,273

—

Returns

Backtest length

1,217

—

Out-of-sample length

358

—

Return, backtest period (annualized) (backtest)

97.45%

—

Return, backtest period (cumulative) (backtest)

2579%

—

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

24.48%

261.52%

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

35.90%

6.85%

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

-1.12%

—

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

-1.17%

1.95%

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

-3.49%

—

Return, trailing 1 year (backtest)

8.31%

—

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

13.14%

0.00%

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

-4.98%

—

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

5.75%

6.14%

SPY annualized return over the backtest window (backtest)

12.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.87

—

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

1.74

376.45

Maximum drawdown, backtest period (backtest)

-33.98%

—

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

-14.10%

-0.69%

Sharpe ratio, backtest period (backtest)

2.16

—

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

0.98

7.79

Sortino ratio, backtest period (backtest)

3.87

—

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

1.28

—

Standard deviation, backtest period (backtest)

34.22%

—

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

25.65%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

2,192

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

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