Side-by-side comparison

Compare investment strategies

Cash, Volatility, Anti-Beta or 3x Tech Switch 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)

cash/t-bills, high risk, leveraged etfs, market neutral, rsi signals, tactical allocation, volatility timing

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)

0.01

—

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

1.10

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

21.76

—

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

20.16

—

Daily win rate, backtest period (backtest)

50.56%

—

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

82.91%

—

Backtest

Backtest final value (from $10,000)

$23.3M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$281k

—

Returns

Backtest length

3,776

—

Out-of-sample length

550

—

Return, backtest period (annualized) (backtest)

67.76%

—

Return, backtest period (cumulative) (backtest)

233k%

—

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

15.31%

67.14%

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

36.09%

4.80%

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

0.02%

—

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

0.30%

4.80%

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

3.88%

—

Return, trailing 1 year (backtest)

23.83%

—

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

1.36%

0.00%

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

3.95%

—

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

17.21%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.56

—

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

0.65

53.07

Maximum drawdown, backtest period (backtest)

-26.49%

—

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

-23.50%

-1.27%

Sharpe ratio, backtest period (backtest)

1.42

—

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

0.55

4.69

Sortino ratio, backtest period (backtest)

3.73

—

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

1.18

—

Standard deviation, backtest period (backtest)

41.86%

—

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

37.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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