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Compare investment strategies

Alphabet RSI Timing with 2x Long and 1x Short ETFs 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)

alphabet (googl), leveraged/inverse etfs, mean-reversion, momentum, rsi timing, single-stock, trend 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)

0.00

—

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

1.95

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

31.97

—

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

33.97

—

Daily win rate, backtest period (backtest)

53.97%

—

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

54.44%

—

Backtest

Backtest final value (from $10,000)

$43k

—

Backtest regulatory fees

$99

—

Backtest slippage cost

$844

—

Returns

Backtest length

1,032

—

Out-of-sample length

586

—

Return, backtest period (annualized) (backtest)

42.40%

—

Return, backtest period (cumulative) (backtest)

325.90%

—

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

22.13%

261.52%

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

58.56%

6.85%

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

-5.02%

—

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

11.43%

1.95%

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

-5.07%

—

Return, trailing 1 year (backtest)

12.84%

—

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

32.62%

0.00%

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

-1.97%

—

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

-9.02%

6.14%

SPY annualized return over the backtest window (backtest)

18.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.80

—

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

0.42

376.45

Maximum drawdown, backtest period (backtest)

-52.81%

—

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

-52.81%

-0.69%

Sharpe ratio, backtest period (backtest)

0.94

—

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

0.64

7.79

Sortino ratio, backtest period (backtest)

1.37

—

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

0.84

—

Standard deviation, backtest period (backtest)

52.25%

—

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

56.01%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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