Side-by-side comparison

Compare investment strategies

All-Star Sorts 3x Tech with Volatility and Treasury Trades 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)

leveraged etfs, mean reversion, regime switching, tactical allocation, trend following, volatility hedging

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)

0.10

—

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

1.18

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

106.94

—

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

104.41

—

Daily win rate, backtest period (backtest)

57.13%

—

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

51.20%

—

Backtest

Backtest final value (from $10,000)

$10.2M

—

Backtest regulatory fees

$59k

—

Backtest slippage cost

$521k

—

Returns

Backtest length

1,213

—

Out-of-sample length

623

—

Return, backtest period (annualized) (backtest)

320.95%

—

Return, backtest period (cumulative) (backtest)

102k%

—

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

22.64%

67.14%

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

65.75%

4.80%

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

1.43%

—

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

2.03%

4.80%

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

1.26%

—

Return, trailing 1 year (backtest)

38.75%

—

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

38.69%

0.00%

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

-0.16%

—

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

6.11%

0.00%

SPY annualized return over the backtest window (backtest)

12.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.57

—

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

0.46

53.07

Maximum drawdown, backtest period (backtest)

-48.89%

—

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

-48.89%

-1.27%

Sharpe ratio, backtest period (backtest)

2.96

—

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

0.65

4.69

Sortino ratio, backtest period (backtest)

5.55

—

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

1.01

—

Standard deviation, backtest period (backtest)

53.49%

—

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

51.31%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

4,537

—

Rebalance corridor width

—

1.00%

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