Side-by-side comparison

Compare investment strategies

Balanced Alpha 3x Bonds and Stocks with RSI Filters 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 rebalanced, leveraged etfs, momentum & trend following, rsi filters, tactical allocation, us equities, us treasuries 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)

-0.02

—

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

1.50

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

15.95

—

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

15.52

—

Daily win rate, backtest period (backtest)

56.20%

—

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

56.27%

—

Backtest

Backtest final value (from $10,000)

$2.5M

—

Backtest regulatory fees

$3,930

—

Backtest slippage cost

$31k

—

Returns

Backtest length

4,180

—

Out-of-sample length

638

—

Return, backtest period (annualized) (backtest)

39.40%

—

Return, backtest period (cumulative) (backtest)

25k%

—

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

23.92%

261.52%

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

72.25%

6.85%

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

0.86%

—

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

1.05%

1.95%

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

1.43%

—

Return, trailing 1 year (backtest)

18.64%

—

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

18.64%

0.00%

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

-1.69%

—

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

-0.52%

6.14%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.26

—

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

0.77

376.45

Maximum drawdown, backtest period (backtest)

-31.24%

—

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

-31.24%

-0.69%

Sharpe ratio, backtest period (backtest)

1.49

—

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

0.89

7.79

Sortino ratio, backtest period (backtest)

2.28

—

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

1.35

—

Standard deviation, backtest period (backtest)

24.29%

—

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

28.79%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

137

—

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