Side-by-side comparison

Compare investment strategies

Cash/Gold Core plus Stronger of TQQQ or KMLM 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)

daily rebalance, gold, managed futures, nasdaq-100, rsi, tactical momentum, volatility hedge

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)

0.13

—

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

1.14

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

16.60

—

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

23.52

—

Daily win rate, backtest period (backtest)

56.38%

—

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

59.86%

—

Backtest

Backtest final value (from $10,000)

$129k

—

Backtest regulatory fees

$187

—

Backtest slippage cost

$1,167

—

Returns

Backtest length

1,465

—

Out-of-sample length

1,465

—

Return, backtest period (annualized) (backtest)

55.15%

—

Return, backtest period (cumulative) (backtest)

1188%

—

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

37.18%

67.14%

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

41.91%

4.80%

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

0.14%

—

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

-3.84%

4.80%

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

-0.58%

—

Return, trailing 1 year (backtest)

19.37%

—

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

21.36%

0.00%

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

-3.47%

—

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

8.23%

0.00%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

1.78

53.07

Maximum drawdown, backtest period (backtest)

-20.90%

—

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

-20.90%

-1.27%

Sharpe ratio, backtest period (backtest)

1.92

—

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

1.30

4.69

Sortino ratio, backtest period (backtest)

2.97

—

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

1.67

—

Standard deviation, backtest period (backtest)

24.48%

—

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

27.24%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

169

—

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