Side-by-side comparison

Compare investment strategies

Cautious S&P Entry with Dollar, Gold and Staples Safety 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)

defensive rotation, etf strategy, multi-timeframe, rsi/momentum, tactical asset 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)

0.07

—

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

0.55

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

21.89

—

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

21.61

—

Daily win rate, backtest period (backtest)

54.10%

—

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

55.45%

—

Backtest

Backtest final value (from $10,000)

$83k

—

Backtest regulatory fees

$396

—

Backtest slippage cost

$2,442

—

Returns

Backtest length

4,941

—

Out-of-sample length

936

—

Return, backtest period (annualized) (backtest)

11.37%

—

Return, backtest period (cumulative) (backtest)

726.24%

—

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

19.05%

3.61%

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

91.25%

0.76%

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

0.57%

—

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

0.06%

0.32%

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

1.74%

—

Return, trailing 1 year (backtest)

9.31%

—

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

9.32%

0.00%

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

0.30%

—

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

3.55%

0.00%

SPY annualized return over the backtest window (backtest)

10.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

1.29

45148.96

Maximum drawdown, backtest period (backtest)

-17.58%

—

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

-14.78%

-0.00%

Sharpe ratio, backtest period (backtest)

1.06

—

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

1.72

20.28

Sortino ratio, backtest period (backtest)

1.52

—

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

2.57

—

Standard deviation, backtest period (backtest)

10.70%

—

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

10.49%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

298

—

Rebalance frequency

daily

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