Side-by-side comparison

Compare investment strategies

Base 2 Bull or Bonds: 3x Dips, Volatility Spikes 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)

leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend-following, volatility trading

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)

-0.17

—

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

2.48

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

41.70

—

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

41.98

—

Daily win rate, backtest period (backtest)

55.44%

—

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

56.01%

—

Backtest

Backtest final value (from $10,000)

$469.1M

—

Backtest regulatory fees

$1.3M

—

Backtest slippage cost

$12.2M

—

Returns

Backtest length

3,707

—

Out-of-sample length

873

—

Return, backtest period (annualized) (backtest)

107.71%

—

Return, backtest period (cumulative) (backtest)

4691k%

—

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

25.98%

67.14%

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

122.78%

4.80%

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

-0.23%

—

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

2.49%

4.80%

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

-1.66%

—

Return, trailing 1 year (backtest)

7.54%

—

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

7.52%

0.00%

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

-0.30%

—

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

4.87%

0.00%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.62

—

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

0.39

53.07

Maximum drawdown, backtest period (backtest)

-66.58%

—

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

-66.58%

-1.27%

Sharpe ratio, backtest period (backtest)

1.81

—

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

0.72

4.69

Sortino ratio, backtest period (backtest)

3.36

—

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

1.11

—

Standard deviation, backtest period (backtest)

46.03%

—

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

46.41%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

111

—

Rebalance corridor width

2.00%

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