Side-by-side comparison

Compare investment strategies

Bond vs Inverse S&P RSI Switch to Tech or Staples vs Bond and Defensive Signals Gate for TQQQ

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)

200-day moving average, cash parking, risk-on/off filter, rsi, sector rotation, trend-following

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.09

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

20.63

—

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

17.77

—

Daily win rate, backtest period (backtest)

55.43%

—

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

62.73%

—

Backtest

Backtest final value (from $10,000)

$783k

—

Backtest regulatory fees

$1,388

—

Backtest slippage cost

$12k

—

Returns

Backtest length

4,887

—

Out-of-sample length

695

—

Return, backtest period (annualized) (backtest)

25.21%

—

Return, backtest period (cumulative) (backtest)

7728%

—

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

26.48%

207.42%

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

91.33%

17.40%

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

0.04%

—

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

0.30%

17.20%

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

0.09%

—

Return, trailing 1 year (backtest)

25.23%

—

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

25.23%

0.00%

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

0.18%

—

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

0.43%

0.00%

SPY annualized return over the backtest window (backtest)

10.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.37

—

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

1.44

43.28

Maximum drawdown, backtest period (backtest)

-18.36%

—

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

-18.36%

-4.79%

Sharpe ratio, backtest period (backtest)

1.36

—

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

1.14

3.80

Sortino ratio, backtest period (backtest)

2.09

—

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

1.71

—

Standard deviation, backtest period (backtest)

17.70%

—

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

22.82%

31.69%

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

none

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