Side-by-side comparison

Compare investment strategies

BND vs BIL Gate: TQQQ or Defensive Cash Mix vs Rising Rates Volatility Switch Risk-Parity Mix

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 vs cash, leveraged etfs, momentum, risk-on/risk-off, safe-haven rotation, tactical allocation, trend, volatility

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.10

—

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

2.11

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

25.02

—

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

33.42

—

Daily win rate, backtest period (backtest)

55.60%

—

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

54.79%

—

Backtest

Backtest final value (from $10,000)

$98.7M

—

Backtest regulatory fees

$181k

—

Backtest slippage cost

$1.7M

—

Returns

Backtest length

3,775

—

Out-of-sample length

741

—

Return, backtest period (annualized) (backtest)

84.74%

—

Return, backtest period (cumulative) (backtest)

987k%

—

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

32.89%

3.62%

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

131.01%

2.81%

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

-0.24%

—

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

3.86%

0.34%

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

1.19%

—

Return, trailing 1 year (backtest)

13.10%

—

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

13.08%

6.30%

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

3.63%

—

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

15.51%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.34

—

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

0.66

331.36

Maximum drawdown, backtest period (backtest)

-63.36%

—

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

-49.73%

-0.01%

Sharpe ratio, backtest period (backtest)

1.48

—

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

0.84

18.06

Sortino ratio, backtest period (backtest)

2.38

—

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

1.26

—

Standard deviation, backtest period (backtest)

49.75%

—

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

47.02%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

Rebalance frequency

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