Side-by-side comparison

Compare investment strategies

Canary Leverage Lite with Bond-vs-Cash Signal 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)

leveraged etfs, momentum, risk management, rsi timing, tactical allocation, 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)

0.01

—

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

1.78

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

28.21

—

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

38.82

—

Daily win rate, backtest period (backtest)

56.74%

—

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

54.37%

—

Backtest

Backtest final value (from $10,000)

$15.9M

—

Backtest regulatory fees

$41k

—

Backtest slippage cost

$356k

—

Returns

Backtest length

3,775

—

Out-of-sample length

1,076

—

Return, backtest period (annualized) (backtest)

63.53%

—

Return, backtest period (cumulative) (backtest)

159k%

—

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

28.52%

207.42%

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

192.26%

17.40%

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

-0.20%

—

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

0.41%

17.20%

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

2.31%

—

Return, trailing 1 year (backtest)

26.07%

—

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

26.05%

0.00%

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

3.28%

—

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

12.05%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.02

—

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

0.57

43.28

Maximum drawdown, backtest period (backtest)

-62.10%

—

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

-49.91%

-4.79%

Sharpe ratio, backtest period (backtest)

1.45

—

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

0.79

3.80

Sortino ratio, backtest period (backtest)

2.23

—

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

1.18

—

Standard deviation, backtest period (backtest)

39.32%

—

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

43.44%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

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