Side-by-side comparison

Compare investment strategies

Credit vs Healthcare Signal for Nasdaq, Gold/EM Short vs Bond and Defensive Signals Gate for TQQQ

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 rebalance, leveraged & inverse etfs, long/short, momentum/rsi, sector signals, tactical allocation, trend filter

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.41

—

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

0.32

—

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

0.20

—

Trading activity

Annualized turnover, backtest period (backtest)

47.97

—

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

42.36

—

Daily win rate, backtest period (backtest)

54.33%

—

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

55.17%

—

Backtest

Backtest final value (from $10,000)

$116.9M

—

Backtest regulatory fees

$170k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

4,686

—

Out-of-sample length

4,686

—

Return, backtest period (annualized) (backtest)

65.46%

—

Return, backtest period (cumulative) (backtest)

1169k%

—

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

48.35%

207.42%

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

42.66%

17.40%

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

0.86%

—

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

-0.93%

17.20%

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

4.96%

—

Return, trailing 1 year (backtest)

62.25%

—

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

-99.80%

0.00%

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

7.46%

—

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

9.32%

0.00%

SPY annualized return over the backtest window (backtest)

11.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.77

—

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

4.14

43.28

Maximum drawdown, backtest period (backtest)

-36.88%

—

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

-11.68%

-4.79%

Sharpe ratio, backtest period (backtest)

1.95

—

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

2.04

3.80

Sortino ratio, backtest period (backtest)

3.38

—

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

3.80

—

Standard deviation, backtest period (backtest)

27.77%

—

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

20.40%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

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