Side-by-side comparison

Compare investment strategies

Aggressive Dip Bot with Hedge and Volatility Rotation 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)

daily rebalance, dip-buying, high risk, leveraged etfs, momentum rotation, regime filters, tech-heavy, volatility hedging

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)

0.10

—

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

1.47

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

39.89

—

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

36.46

—

Daily win rate, backtest period (backtest)

58.72%

—

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

56.65%

—

Backtest

Backtest final value (from $10,000)

$2.4M

—

Backtest regulatory fees

$5,289

—

Backtest slippage cost

$41k

—

Returns

Backtest length

2,352

—

Out-of-sample length

978

—

Return, backtest period (annualized) (backtest)

80.17%

—

Return, backtest period (cumulative) (backtest)

24k%

—

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

42.84%

3.62%

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

299.53%

2.81%

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

0.92%

—

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

-0.65%

0.34%

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

2.13%

—

Return, trailing 1 year (backtest)

53.84%

—

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

53.84%

6.30%

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

0.73%

—

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

11.80%

0.95%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.46

—

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

1.85

331.36

Maximum drawdown, backtest period (backtest)

-23.14%

—

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

-23.15%

-0.01%

Sharpe ratio, backtest period (backtest)

2.08

—

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

1.37

18.06

Sortino ratio, backtest period (backtest)

3.62

—

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

2.44

—

Standard deviation, backtest period (backtest)

30.55%

—

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

29.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

5,820

—

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