Side-by-side comparison

Compare investment strategies

Costco and UnitedHealth Defensive Sleeve with T-Bills 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)

daily rebalanced, defensive equity sleeve, momentum and mean reversion, risk management, tactical rotation

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)

0.20

—

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

1.13

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

42.91

—

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

52.17

—

Daily win rate, backtest period (backtest)

47.01%

—

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

61.07%

—

Backtest

Backtest final value (from $10,000)

$3.3M

—

Backtest regulatory fees

$10k

—

Backtest slippage cost

$91k

—

Returns

Backtest length

4,180

—

Out-of-sample length

614

—

Return, backtest period (annualized) (backtest)

41.97%

—

Return, backtest period (cumulative) (backtest)

33k%

—

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

43.59%

3.61%

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

141.82%

0.76%

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

0.02%

—

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

0.34%

0.32%

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

0.07%

—

Return, trailing 1 year (backtest)

8.42%

—

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

8.42%

0.00%

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

0.15%

—

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

14.51%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.60

—

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

1.86

45148.96

Maximum drawdown, backtest period (backtest)

-26.27%

—

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

-23.50%

-0.00%

Sharpe ratio, backtest period (backtest)

1.40

—

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

1.15

20.28

Sortino ratio, backtest period (backtest)

3.08

—

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

2.43

—

Standard deviation, backtest period (backtest)

27.69%

—

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

36.71%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.79

—

Construction

Logic complexity (node count)

—

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