Side-by-side comparison

Compare investment strategies

Bitcoin and Biotech Growth Sleeve with Treasury/Gold Defense 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)

biotech, commodities, crypto, gold, leveraged etfs, momentum, multi-asset rotation, risk-on/risk-off, tactical, tech, treasuries, volatility hedging

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)

0.07

—

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

0.92

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

36.16

—

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

34.46

—

Daily win rate, backtest period (backtest)

58.17%

—

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

56.33%

—

Backtest

Backtest final value (from $10,000)

$43.2M

—

Backtest regulatory fees

$94k

—

Backtest slippage cost

$842k

—

Returns

Backtest length

2,847

—

Out-of-sample length

600

—

Return, backtest period (annualized) (backtest)

109.75%

—

Return, backtest period (cumulative) (backtest)

432k%

—

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

24.21%

67.14%

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

67.71%

4.80%

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

0.29%

—

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

1.43%

4.80%

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

0.57%

—

Return, trailing 1 year (backtest)

30.51%

—

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

30.50%

0.00%

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

-0.74%

—

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

9.89%

0.00%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.55

—

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

1.22

53.07

Maximum drawdown, backtest period (backtest)

-19.76%

—

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

-19.77%

-1.27%

Sharpe ratio, backtest period (backtest)

2.68

—

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

1.08

4.69

Sortino ratio, backtest period (backtest)

5.45

—

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

1.84

—

Standard deviation, backtest period (backtest)

29.24%

—

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

22.24%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

514

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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