Side-by-side comparison

Compare investment strategies

Bitcoin Trend Switch Between BITO and Treasuries/Metals vs Pencil's Down 3x Tech and Crypto Trend Switch

What they hold

The latest holdings each source publishes. Simulated holdings come from a backtest; a stated mix is a target from the strategy's documents.

as of 2026-10-11

Asset mix

ETFs 100%

Top 5 holdings

BITO100.0%

EDC40.6%
TECL30.4%
SOXL29.0%
Cash0.0%

Overlap

The share of portfolio weight two strategies hold in common (strategies with published holdings).

	Bitcoin Trend Switch Between BITO and Treasuries/Metals	Pencil's Down 3x Tech and Crypto Trend Switch
Bitcoin Trend Switch Between BITO and Treasuries/Metals		0%
Pencil's Down 3x Tech and Crypto Trend Switch	0%

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 etf, crypto timing, etf rotation, moving-average crossover, risk-on/risk-off, trend following

bonds, crypto, leveraged etfs, momentum, regime-switching, tactical, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.22

1.81

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

0.56

-0.09

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

0.25

-0.02

Trading activity

Annualized turnover, backtest period (backtest)

4.61

73.48

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

4.36

72.03

Daily win rate, backtest period (backtest)

50.30%

59.56%

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

50.68%

56.79%

Backtest

Backtest final value (from $10,000)

$25k

$16.5M

Backtest regulatory fees

$30

$26k

Backtest slippage cost

$88

$223k

Returns

Backtest length

1,149

1,051

Out-of-sample length

1,099

Return, backtest period (annualized) (backtest)

22.31%

490.02%

Return, backtest period (cumulative) (backtest)

150.71%

165k%

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

28.06%

404.20%

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

194.31%

69.29%

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

0.64%

0.46%

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

4.82%

2.44%

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

-2.48%

-5.16%

Return, trailing 1 year (backtest)

-6.40%

162.45%

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

-6.38%

0.00%

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

-2.24%

0.86%

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

10.23%

48.12%

SPY annualized return over the backtest window (backtest)

16.08%

18.31%

Risk metrics

Calmar ratio, backtest period (backtest)

0.79

28.23

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

0.99

43.68

Maximum drawdown, backtest period (backtest)

-28.24%

-17.36%

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

-28.23%

-9.25%

Sharpe ratio, backtest period (backtest)

0.72

3.88

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

0.84

3.19

Sortino ratio, backtest period (backtest)

1.15

7.91

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

1.34

5.95

Standard deviation, backtest period (backtest)

37.37%

48.88%

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

38.01%

56.25%

Quality

Community review status

ACTIVE

Holdings

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

0.64

0.43

Construction

Logic complexity (node count)

6,017

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

293

Watchers

118

Bitcoin Trend Switch Between BITO and Treasuries/Metals

Pencil's Down 3x Tech and Crypto Trend Switch

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Overlap

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

Overlap

Do the holdings back the rules?

Costs, access & sources