Side-by-side comparison

Compare investment strategies

Cash-Anchored Tech, Treasury, Commodity and Dollar Trend vs Rising Rates Volatility Switch Risk-Parity Mix

Every published figureShow 37 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalance, etfs across stocks/bonds/commodities/usd/volatility, hedged, multi-asset tactical, risk-on/off, trend + mean reversion

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Trading activity

Annualized turnover, backtest period (backtest)

25.02

—

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

37.65

—

Daily win rate, backtest period (backtest)

61.71%

—

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

100.00%

—

Backtest

Backtest final value (from $10,000)

$26k

—

Backtest regulatory fees

$51

—

Backtest slippage cost

$286

—

Returns

Backtest length

773

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

36.61%

—

Return, backtest period (cumulative) (backtest)

160.67%

—

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

29.96%

3.62%

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

48.62%

2.81%

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

0.62%

0.34%

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

0.11%

—

Return, trailing 1 year (backtest)

24.12%

—

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

23.82%

6.30%

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

4.73%

0.95%

SPY annualized return over the backtest window (backtest)

20.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.76

—

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

10.44

331.36

Maximum drawdown, backtest period (backtest)

-9.75%

—

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

-2.87%

-0.01%

Sharpe ratio, backtest period (backtest)

2.54

—

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

2.07

18.06

Sortino ratio, backtest period (backtest)

5.50

—

Standard deviation, backtest period (backtest)

12.59%

—

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

13.09%

0.20%

Quality

Community review status

PENDING

—

Holdings

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

0.07

—

Construction

Logic complexity (node count)

4,381

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

317

—

Watchers

164

—

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