Side-by-side comparison

Compare investment strategies

Calmest Sub-Strategy Chooser for Leveraged Tech Dips 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)

leveraged etf rotation, mean reversion, multi-asset, tactical asset allocation, trend-following, volatility hedging

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)

0.04

—

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

1.08

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

109.11

—

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

108.93

—

Daily win rate, backtest period (backtest)

58.56%

—

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

50.48%

—

Backtest

Backtest final value (from $10,000)

$44.4M

—

Backtest regulatory fees

$293k

—

Backtest slippage cost

$2.7M

—

Returns

Backtest length

1,706

—

Out-of-sample length

630

—

Return, backtest period (annualized) (backtest)

245.53%

—

Return, backtest period (cumulative) (backtest)

444k%

—

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

17.20%

67.14%

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

48.23%

4.80%

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

-6.81%

—

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

-2.89%

4.80%

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

-7.09%

—

Return, trailing 1 year (backtest)

14.64%

—

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

26.36%

0.00%

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

-6.73%

—

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

14.73%

0.00%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.46

—

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

0.45

53.07

Maximum drawdown, backtest period (backtest)

-38.03%

—

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

-38.62%

-1.27%

Sharpe ratio, backtest period (backtest)

3.08

—

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

0.58

4.69

Sortino ratio, backtest period (backtest)

6.55

—

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

1.01

—

Standard deviation, backtest period (backtest)

43.30%

—

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

42.02%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

6,454

—

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