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Compare investment strategies

Bitcoin Rally Rider (COIN, MARA, BITX) 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)

concentrated, crypto, high volatility, inverse/hedging, leveraged etfs, momentum, tactical allocation, trend following

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)

1.38

—

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

0.47

—

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

0.08

—

Trading activity

Annualized turnover, backtest period (backtest)

90.13

—

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

52.34

—

Daily win rate, backtest period (backtest)

50.85%

—

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

52.31%

—

Backtest

Backtest final value (from $10,000)

$314k

—

Backtest regulatory fees

$1,550

—

Backtest slippage cost

$7,288

—

Returns

Backtest length

822

—

Out-of-sample length

130

—

Return, backtest period (annualized) (backtest)

187.18%

—

Return, backtest period (cumulative) (backtest)

3035%

—

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

253.61%

67.14%

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

92.82%

4.80%

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

4.30%

—

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

-16.46%

4.80%

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

-2.32%

—

Return, trailing 1 year (backtest)

4.66%

—

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

97.20%

0.00%

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

-2.04%

—

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

7.93%

0.00%

SPY annualized return over the backtest window (backtest)

20.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.71

—

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

10.71

53.07

Maximum drawdown, backtest period (backtest)

-69.17%

—

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

-23.69%

-1.27%

Sharpe ratio, backtest period (backtest)

1.58

—

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

2.09

4.69

Sortino ratio, backtest period (backtest)

2.68

—

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

3.59

—

Standard deviation, backtest period (backtest)

94.39%

—

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

73.56%

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

5.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

102

—

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