Side-by-side comparison

Compare investment strategies

Cautious S&P 2x vs Long Treasuries Fund Surfing vs Rising Rates Volatility Switch Risk-Parity Mix

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, leveraged etfs, rsi mean‑reversion, s&p 500 vs treasuries, tactical asset allocation, volatility filter

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

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.06

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

22.98

—

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

22.22

—

Daily win rate, backtest period (backtest)

55.42%

—

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

53.91%

—

Backtest

Backtest final value (from $10,000)

$420k

—

Backtest regulatory fees

$1,465

—

Backtest slippage cost

$10k

—

Returns

Backtest length

4,349

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

24.17%

—

Return, backtest period (cumulative) (backtest)

4098%

—

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

19.42%

3.62%

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

86.37%

2.81%

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

0.14%

—

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

-4.20%

0.34%

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

0.65%

—

Return, trailing 1 year (backtest)

8.24%

—

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

8.24%

6.30%

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

-1.29%

—

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

-1.74%

0.95%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.86

—

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

0.69

331.36

Maximum drawdown, backtest period (backtest)

-28.03%

—

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

-28.03%

-0.01%

Sharpe ratio, backtest period (backtest)

1.20

—

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

0.95

18.06

Sortino ratio, backtest period (backtest)

1.74

—

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

1.38

—

Standard deviation, backtest period (backtest)

19.64%

—

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

20.91%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.83

—

Construction

Logic complexity (node count)

178

—

Rebalance corridor width

—

5.00%

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