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Compare investment strategies

All-Weather Tactical Stocks, Bonds, Hedges, Trend Sleeves 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)

commodities, equities, gold, inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, treasuries, trend following

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)

0.04

—

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

0.87

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

11.24

—

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

8.88

—

Daily win rate, backtest period (backtest)

56.73%

—

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

55.41%

—

Backtest

Backtest final value (from $10,000)

$118k

—

Backtest regulatory fees

$132

—

Backtest slippage cost

$976

—

Returns

Backtest length

2,718

—

Out-of-sample length

888

—

Return, backtest period (annualized) (backtest)

25.71%

—

Return, backtest period (cumulative) (backtest)

1081%

—

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

23.68%

67.14%

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

111.62%

4.80%

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

0.47%

—

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

0.47%

4.80%

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

1.06%

—

Return, trailing 1 year (backtest)

20.10%

—

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

20.10%

0.00%

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

0.67%

—

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

1.67%

0.00%

SPY annualized return over the backtest window (backtest)

14.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.39

—

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

1.28

53.07

Maximum drawdown, backtest period (backtest)

-18.53%

—

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

-18.53%

-1.27%

Sharpe ratio, backtest period (backtest)

1.73

—

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

1.49

4.69

Sortino ratio, backtest period (backtest)

2.69

—

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

2.30

—

Standard deviation, backtest period (backtest)

13.81%

—

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

15.04%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

159

—

Rebalance corridor width

7.00%

1.00%

Rebalance frequency

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