Side-by-side comparison

Compare investment strategies

Cautious Fund Surfing SPY vs SHY with 15 Sleeves vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 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, leveraged equity vs treasuries, multi-horizon, rsi filter, tactical allocation, volatility filter

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

1.41

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

22.96

—

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

21.61

—

Daily win rate, backtest period (backtest)

52.26%

—

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

54.70%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$2,104

—

Backtest slippage cost

$16k

—

Returns

Backtest length

4,349

—

Out-of-sample length

936

—

Return, backtest period (annualized) (backtest)

31.25%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

38.71%

3.61%

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

237.63%

0.76%

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

0.05%

—

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

-0.22%

0.32%

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

0.19%

—

Return, trailing 1 year (backtest)

23.37%

—

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

23.37%

0.00%

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

0.29%

—

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

6.53%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.85

—

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

1.06

45148.96

Maximum drawdown, backtest period (backtest)

-36.61%

—

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

-36.61%

-0.00%

Sharpe ratio, backtest period (backtest)

1.24

—

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

1.34

20.28

Sortino ratio, backtest period (backtest)

1.80

—

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

1.96

—

Standard deviation, backtest period (backtest)

24.43%

—

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

27.27%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.87

—

Construction

Logic complexity (node count)

178

—

Rebalance frequency

daily

Popularity

Remixes (copies)

109

—

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