Side-by-side comparison

Compare investment strategies

China 3x YINN/YANG and EM Switcher 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)

china, emerging markets, leveraged etfs, macro (usd), mean reversion, momentum, swing trading, tactical

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)

0.78

—

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

-0.57

—

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

-0.13

—

Trading activity

Annualized turnover, backtest period (backtest)

17.80

—

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

18.84

—

Daily win rate, backtest period (backtest)

53.17%

—

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

54.56%

—

Backtest

Backtest final value (from $10,000)

$4.1M

—

Backtest regulatory fees

$4,802

—

Backtest slippage cost

$40k

—

Returns

Backtest length

3,961

—

Out-of-sample length

526

—

Return, backtest period (annualized) (backtest)

46.57%

—

Return, backtest period (cumulative) (backtest)

41k%

—

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

53.49%

67.14%

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

144.98%

4.80%

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

-5.01%

—

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

4.89%

4.80%

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

-2.76%

—

Return, trailing 1 year (backtest)

-15.46%

—

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

-15.45%

0.00%

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

1.51%

—

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

-4.50%

0.00%

SPY annualized return over the backtest window (backtest)

14.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.75

—

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

1.06

53.07

Maximum drawdown, backtest period (backtest)

-62.24%

—

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

-50.65%

-1.27%

Sharpe ratio, backtest period (backtest)

0.91

—

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

0.95

4.69

Sortino ratio, backtest period (backtest)

1.43

—

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

1.52

—

Standard deviation, backtest period (backtest)

63.35%

—

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

70.35%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.55

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

264

—

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