Side-by-side comparison

Compare investment strategies

Commander BND Ribbon Bonds Risk-On/Off Rotation 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)

bond signal, defensive hedges, leveraged etfs, mean reversion, quarterly, risk-on/risk-off, sector rotation, volatility hedge

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)

0.12

—

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

1.26

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

4.31

—

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

4.99

—

Daily win rate, backtest period (backtest)

53.54%

—

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

51.19%

—

Backtest

Backtest final value (from $10,000)

$6.3M

—

Backtest regulatory fees

$1,731

—

Backtest slippage cost

$15k

—

Returns

Backtest length

3,220

—

Out-of-sample length

1,006

—

Return, backtest period (annualized) (backtest)

65.53%

—

Return, backtest period (cumulative) (backtest)

63k%

—

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

35.92%

3.62%

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

240.91%

2.81%

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

-0.08%

—

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

-4.67%

0.34%

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

0.64%

—

Return, trailing 1 year (backtest)

2.49%

—

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

2.49%

6.30%

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

-2.31%

—

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

-2.33%

0.95%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.64

—

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

0.90

331.36

Maximum drawdown, backtest period (backtest)

-40.06%

—

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

-40.06%

-0.01%

Sharpe ratio, backtest period (backtest)

1.49

—

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

1.01

18.06

Sortino ratio, backtest period (backtest)

2.35

—

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

1.58

—

Standard deviation, backtest period (backtest)

38.84%

—

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

37.19%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

quarterly

none

Popularity

Remixes (copies)

138

—

Watchers

110

—

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