Side-by-side comparison

Compare investment strategies

Bull or Bonds Safety Town 3x Dip Buyer 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)

buy-the-dip, defensive rotation, leveraged etfs, tactical allocation, volatility carry

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)

0.05

—

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

1.37

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

42.60

—

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

46.22

—

Daily win rate, backtest period (backtest)

55.63%

—

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

53.67%

—

Backtest

Backtest final value (from $10,000)

$4.2M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$103k

—

Returns

Backtest length

3,755

—

Out-of-sample length

872

—

Return, backtest period (annualized) (backtest)

50.01%

—

Return, backtest period (cumulative) (backtest)

42k%

—

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

32.75%

3.62%

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

166.83%

2.81%

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

-0.11%

—

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

-0.31%

0.34%

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

0.51%

—

Return, trailing 1 year (backtest)

30.48%

—

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

30.46%

6.30%

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

0.56%

—

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

7.35%

0.95%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.06

—

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

0.70

331.36

Maximum drawdown, backtest period (backtest)

-47.00%

—

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

-47.00%

-0.01%

Sharpe ratio, backtest period (backtest)

1.50

—

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

1.06

18.06

Sortino ratio, backtest period (backtest)

2.45

—

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

1.82

—

Standard deviation, backtest period (backtest)

29.90%

—

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

30.98%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

1,088

—

Rebalance corridor width

10.00%

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