Side-by-side comparison

Compare investment strategies

Bitcoin, TQQQ or T-Bills Daily Rotation 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)

crypto rotation, daily tactical allocation, leveraged etfs, mean reversion, risk-on/off, tech momentum, 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)

-0.03

—

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

1.94

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

38.38

—

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

38.17

—

Daily win rate, backtest period (backtest)

49.95%

—

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

52.55%

—

Backtest

Backtest final value (from $10,000)

$163.1M

—

Backtest regulatory fees

$376k

—

Backtest slippage cost

$3.6M

—

Returns

Backtest length

2,863

—

Out-of-sample length

548

—

Return, backtest period (annualized) (backtest)

134.77%

—

Return, backtest period (cumulative) (backtest)

1631k%

—

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

25.61%

67.14%

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

63.45%

4.80%

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

-0.98%

—

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

5.08%

4.80%

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

-1.22%

—

Return, trailing 1 year (backtest)

-13.75%

—

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

-16.62%

0.00%

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

-4.67%

—

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

12.77%

0.00%

SPY annualized return over the backtest window (backtest)

13.87%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.42

—

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

0.64

53.07

Maximum drawdown, backtest period (backtest)

-55.72%

—

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

-39.72%

-1.27%

Sharpe ratio, backtest period (backtest)

1.64

—

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

0.70

4.69

Sortino ratio, backtest period (backtest)

2.70

—

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

1.09

—

Standard deviation, backtest period (backtest)

64.62%

—

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

49.87%

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

—

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