Side-by-side comparison

Compare investment strategies

Apple/Tesla 3x Bull-Bear Rotation with Tech Dip Buys vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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, leveraged etfs, long/short, momentum and mean-reversion, risk-on/risk-off, single-stock etps, tactical rotation, tech-focused

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)

0.06

—

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

1.67

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

63.23

—

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

64.45

—

Daily win rate, backtest period (backtest)

55.65%

—

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

53.17%

—

Backtest

Backtest final value (from $10,000)

$182k

—

Backtest regulatory fees

$970

—

Backtest slippage cost

$6,853

—

Returns

Backtest length

983

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

110.27%

—

Return, backtest period (cumulative) (backtest)

1721%

—

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

22.27%

261.52%

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

76.20%

6.85%

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

0.49%

—

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

-1.68%

1.95%

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

0.23%

—

Return, trailing 1 year (backtest)

-10.75%

—

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

-10.75%

0.00%

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

-5.50%

—

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

14.79%

6.14%

SPY annualized return over the backtest window (backtest)

21.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.15

—

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

0.64

376.45

Maximum drawdown, backtest period (backtest)

-35.00%

—

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

-35.00%

-0.69%

Sharpe ratio, backtest period (backtest)

1.51

—

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

0.63

7.79

Sortino ratio, backtest period (backtest)

2.44

—

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

0.98

—

Standard deviation, backtest period (backtest)

61.97%

—

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

65.12%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.87

—

Construction

Logic complexity (node count)

1,277

—

Rebalance frequency

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