Side-by-side comparison

Compare investment strategies

Blended 3x Nasdaq/S&P with T-Bill and Treasury Parking 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)

bonds, buy-the-dip, leveraged etfs, momentum, risk management, risk parity, tactical asset allocation, volatility targeting

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)

0.02

—

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

2.50

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

37.25

—

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

33.86

—

Daily win rate, backtest period (backtest)

56.22%

—

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

56.66%

—

Backtest

Backtest final value (from $10,000)

$20.7M

—

Backtest regulatory fees

$34k

—

Backtest slippage cost

$295k

—

Returns

Backtest length

2,193

—

Out-of-sample length

863

—

Return, backtest period (annualized) (backtest)

140.38%

—

Return, backtest period (cumulative) (backtest)

207k%

—

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

55.55%

67.14%

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

354.81%

4.80%

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

0.51%

—

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

4.58%

4.80%

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

0.99%

—

Return, trailing 1 year (backtest)

54.13%

—

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

54.11%

0.00%

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

-0.23%

—

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

20.07%

0.00%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.24

—

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

1.28

53.07

Maximum drawdown, backtest period (backtest)

-43.32%

—

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

-43.32%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.17

4.69

Sortino ratio, backtest period (backtest)

3.99

—

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

1.96

—

Standard deviation, backtest period (backtest)

46.31%

—

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

46.75%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

3,582

—

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