Side-by-side comparison

Compare investment strategies

Buy the Dips 150-Day Basket with Long/Short Bond Sleeve vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

bond timing, leveraged etfs, momentum and dip-buying, risk-on/risk-off, tactical multi-asset, trend rotation

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.12

—

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

1.80

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

34.35

—

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

35.70

—

Daily win rate, backtest period (backtest)

55.16%

—

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

55.23%

—

Backtest

Backtest final value (from $10,000)

$257k

—

Backtest regulatory fees

$741

—

Backtest slippage cost

$5,733

—

Returns

Backtest length

2,199

—

Out-of-sample length

650

—

Return, backtest period (annualized) (backtest)

45.05%

—

Return, backtest period (cumulative) (backtest)

2471%

—

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

21.12%

261.52%

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

63.31%

6.85%

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

-4.34%

—

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

10.30%

1.95%

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

-8.89%

—

Return, trailing 1 year (backtest)

26.19%

—

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

43.91%

0.00%

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

-14.21%

—

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

4.09%

6.14%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.39

—

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

0.65

376.45

Maximum drawdown, backtest period (backtest)

-32.33%

—

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

-32.33%

-0.69%

Sharpe ratio, backtest period (backtest)

1.22

—

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

0.71

7.79

Sortino ratio, backtest period (backtest)

1.87

—

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

0.85

—

Standard deviation, backtest period (backtest)

35.54%

—

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

35.78%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

12.00%

—

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