Side-by-side comparison

Compare investment strategies

Bear Buy Dips, Bull HFEAR with USD/Gold/Staples Safety Mix 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)

defensive sleeve, dip-buying, inverse-vol weighting, leveraged etfs, regime-switching, trend/risk filter

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)

-0.06

—

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

1.49

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

10.58

—

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

5.95

—

Daily win rate, backtest period (backtest)

54.91%

—

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

53.30%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$1,752

—

Backtest slippage cost

$11k

—

Returns

Backtest length

4,169

—

Out-of-sample length

938

—

Return, backtest period (annualized) (backtest)

36.68%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

21.39%

67.14%

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

105.93%

4.80%

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

1.01%

—

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

-1.19%

4.80%

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

1.84%

—

Return, trailing 1 year (backtest)

49.98%

—

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

49.98%

0.00%

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

-0.74%

—

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

-5.54%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.06

—

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

0.62

53.07

Maximum drawdown, backtest period (backtest)

-34.68%

—

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

-34.68%

-1.27%

Sharpe ratio, backtest period (backtest)

1.21

—

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

0.75

4.69

Sortino ratio, backtest period (backtest)

2.07

—

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

1.24

—

Standard deviation, backtest period (backtest)

29.26%

—

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

32.85%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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