Side-by-side comparison

Compare investment strategies

Daily 3x Tech/Semis, Short Vol and Treasury 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)

bonds/rates, crypto proxy, daily rebalance, leveraged etfs, mean reversion & momentum, regime switching, tactical multi-asset, tech/semis focus, volatility trading

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)

0.16

—

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

1.01

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

128.33

—

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

124.05

—

Daily win rate, backtest period (backtest)

55.71%

—

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

51.84%

—

Backtest

Backtest final value (from $10,000)

$550k

—

Backtest regulatory fees

$5,174

—

Backtest slippage cost

$39k

—

Returns

Backtest length

1,077

—

Out-of-sample length

787

—

Return, backtest period (annualized) (backtest)

155.20%

—

Return, backtest period (cumulative) (backtest)

5402%

—

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

33.71%

67.14%

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

148.04%

4.80%

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

0.56%

—

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

3.43%

4.80%

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

3.66%

—

Return, trailing 1 year (backtest)

-13.16%

—

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

-13.16%

0.00%

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

2.98%

—

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

13.63%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.05

—

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

0.88

53.07

Maximum drawdown, backtest period (backtest)

-38.32%

—

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

-38.32%

-1.27%

Sharpe ratio, backtest period (backtest)

2.46

—

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

0.94

4.69

Sortino ratio, backtest period (backtest)

4.69

—

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

1.55

—

Standard deviation, backtest period (backtest)

41.48%

—

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

38.97%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

1,180

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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