Side-by-side comparison

Compare investment strategies

All Weather Alpha 3x with Trend-Based Bond Sleeve 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)

leveraged etfs, momentum, multi-asset, risk-on/risk-off, tactical allocation, trend-following

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)

0.05

—

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

1.28

—

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

0.90

—

Trading activity

Annualized turnover, backtest period (backtest)

7.75

—

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

10.40

—

Daily win rate, backtest period (backtest)

55.94%

—

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

56.61%

—

Backtest

Backtest final value (from $10,000)

$737k

—

Backtest regulatory fees

$533

—

Backtest slippage cost

$4,151

—

Returns

Backtest length

4,190

—

Out-of-sample length

885

—

Return, backtest period (annualized) (backtest)

29.51%

—

Return, backtest period (cumulative) (backtest)

7272%

—

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

34.32%

261.52%

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

182.21%

6.85%

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

0.69%

—

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

5.91%

1.95%

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

0.22%

—

Return, trailing 1 year (backtest)

33.22%

—

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

33.22%

0.00%

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

2.06%

—

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

7.89%

6.14%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

1.66

376.45

Maximum drawdown, backtest period (backtest)

-41.94%

—

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

-20.69%

-0.69%

Sharpe ratio, backtest period (backtest)

1.19

—

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

1.51

7.79

Sortino ratio, backtest period (backtest)

1.70

—

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

2.27

—

Standard deviation, backtest period (backtest)

24.20%

—

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

21.09%

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)

—

Rebalance corridor width

5.00%

—

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