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Compare investment strategies

Commander BND Nest Leveraged Growth or Defensive Shorts 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)

leveraged/inverse etfs, momentum (rsi), multi-asset defensives, quarterly rebalance, regime switching, tactical allocation

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)

0.15

—

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

1.15

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

4.24

—

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

4.68

—

Daily win rate, backtest period (backtest)

53.07%

—

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

49.40%

—

Backtest

Backtest final value (from $10,000)

$6.9M

—

Backtest regulatory fees

$1,739

—

Backtest slippage cost

$15k

—

Returns

Backtest length

3,220

—

Out-of-sample length

1,006

—

Return, backtest period (annualized) (backtest)

66.81%

—

Return, backtest period (cumulative) (backtest)

69k%

—

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

36.83%

3.62%

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

250.10%

2.81%

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

-0.08%

—

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

-1.42%

0.34%

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

0.64%

—

Return, trailing 1 year (backtest)

1.76%

—

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

1.76%

6.30%

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

0.43%

—

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

-1.64%

0.95%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.44

—

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

0.80

331.36

Maximum drawdown, backtest period (backtest)

-46.25%

—

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

-46.25%

-0.01%

Sharpe ratio, backtest period (backtest)

1.50

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

2.40

—

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

1.59

—

Standard deviation, backtest period (backtest)

39.04%

—

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

39.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

154

—

Rebalance corridor width

—

5.00%

Rebalance frequency

quarterly

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