Side-by-side comparison

Compare investment strategies

Bear-Market SOXL Scale-In on Oversold QQQ RSI 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)

cash-alternatives, leveraged etfs, market-timing, mean-reversion, rsi, semiconductors, tactical

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)

-0.02

—

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

1.30

—

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

0.52

—

Trading activity

Annualized turnover, backtest period (backtest)

3.14

—

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

2.39

—

Daily win rate, backtest period (backtest)

44.98%

—

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

78.28%

—

Backtest

Backtest final value (from $10,000)

$103k

—

Backtest regulatory fees

$95

—

Backtest slippage cost

$377

—

Returns

Backtest length

4,177

—

Out-of-sample length

548

—

Return, backtest period (annualized) (backtest)

15.10%

—

Return, backtest period (cumulative) (backtest)

928.87%

—

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

18.25%

67.14%

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

43.51%

4.80%

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

0.03%

—

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

0.34%

4.80%

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

0.08%

—

Return, trailing 1 year (backtest)

8.88%

—

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

8.94%

0.00%

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

0.14%

—

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

0.95%

0.00%

SPY annualized return over the backtest window (backtest)

14.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

0.78

53.07

Maximum drawdown, backtest period (backtest)

-23.26%

—

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

-23.26%

-1.27%

Sharpe ratio, backtest period (backtest)

0.80

—

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

0.57

4.69

Sortino ratio, backtest period (backtest)

2.15

—

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

1.57

—

Standard deviation, backtest period (backtest)

19.78%

—

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

41.12%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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