Side-by-side comparison

Compare investment strategies

Biotech 3x Long-Short with Tech Rebound and Volatility Hedge vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

biotech focus, bond-vs-stock regime, leveraged etfs, rsi-based, short-term rotation, tactical momentum, volatility hedge

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)

0.11

—

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

1.33

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

67.08

—

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

65.05

—

Daily win rate, backtest period (backtest)

53.66%

—

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

50.60%

—

Backtest

Backtest final value (from $10,000)

$110.3M

—

Backtest regulatory fees

$310k

—

Backtest slippage cost

$3.0M

—

Returns

Backtest length

2,859

—

Out-of-sample length

662

—

Return, backtest period (annualized) (backtest)

127.09%

—

Return, backtest period (cumulative) (backtest)

1103k%

—

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

27.87%

261.52%

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

90.94%

6.85%

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

-1.00%

—

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

7.80%

1.95%

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

4.64%

—

Return, trailing 1 year (backtest)

64.79%

—

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

64.74%

0.00%

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

2.49%

—

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

23.95%

6.14%

SPY annualized return over the backtest window (backtest)

14.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.98

—

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

0.59

376.45

Maximum drawdown, backtest period (backtest)

-64.16%

—

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

-46.98%

-0.69%

Sharpe ratio, backtest period (backtest)

1.72

—

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

0.72

7.79

Sortino ratio, backtest period (backtest)

3.08

—

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

1.22

—

Standard deviation, backtest period (backtest)

56.49%

—

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

51.35%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

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