Side-by-side comparison

Compare investment strategies

Bitcoin Ribbon Trend with Biotech and Tech Rotation vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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, crypto, daily rebalance, leveraged etfs, tactical allocation, tech, trend + mean reversion, 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)

0.49

—

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

1.02

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

43.67

—

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

42.98

—

Daily win rate, backtest period (backtest)

52.40%

—

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

52.77%

—

Backtest

Backtest final value (from $10,000)

$335k

—

Backtest regulatory fees

$795

—

Backtest slippage cost

$6,051

—

Returns

Backtest length

1,229

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

105.36%

—

Return, backtest period (cumulative) (backtest)

3253%

—

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

68.99%

261.52%

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

318.05%

6.85%

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

0.64%

—

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

4.82%

1.95%

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

-2.48%

—

Return, trailing 1 year (backtest)

27.91%

—

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

27.91%

0.00%

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

-2.24%

—

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

15.23%

6.14%

SPY annualized return over the backtest window (backtest)

12.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.85

—

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

1.21

376.45

Maximum drawdown, backtest period (backtest)

-56.89%

—

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

-56.89%

-0.69%

Sharpe ratio, backtest period (backtest)

1.39

—

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

1.13

7.79

Sortino ratio, backtest period (backtest)

2.46

—

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

2.17

—

Standard deviation, backtest period (backtest)

66.84%

—

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

61.66%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.78

—

Construction

Logic complexity (node count)

—

Rebalance frequency

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