Side-by-side comparison

Compare investment strategies

Bitcoin Dip Buys or Crypto Stocks, T-Bill Default 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)

bitcoin/blockchain equities, cash fallback, crypto timing, oversold buying, risk-on/off rotation, single-asset switch

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)

0.75

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

29.34

—

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

23.39

—

Daily win rate, backtest period (backtest)

65.24%

—

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

71.40%

—

Backtest

Backtest final value (from $10,000)

$10k

—

Backtest regulatory fees

$26

—

Backtest slippage cost

$178

—

Returns

Backtest length

1,168

—

Out-of-sample length

528

—

Return, backtest period (annualized) (backtest)

0.87%

—

Return, backtest period (cumulative) (backtest)

4.11%

—

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

16.87%

67.14%

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

38.20%

4.80%

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

0.03%

—

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

-6.91%

4.80%

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

0.08%

—

Return, trailing 1 year (backtest)

-3.10%

—

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

0.88%

0.00%

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

-2.99%

—

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

-6.47%

0.00%

SPY annualized return over the backtest window (backtest)

14.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.01

—

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

0.67

53.07

Maximum drawdown, backtest period (backtest)

-77.79%

—

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

-25.19%

-1.27%

Sharpe ratio, backtest period (backtest)

0.24

—

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

0.65

4.69

Sortino ratio, backtest period (backtest)

0.37

—

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

1.04

—

Standard deviation, backtest period (backtest)

44.87%

—

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

31.57%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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