Side-by-side comparison

Compare investment strategies

Defense and Israel-Tech Momentum with Energy Fallback vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

aerospace & defense, energy, momentum, tactical sector rotation, trend-following

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.98

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

84.35

—

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

84.61

—

Daily win rate, backtest period (backtest)

51.99%

—

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

51.47%

—

Backtest

Backtest final value (from $10,000)

$25k

—

Backtest regulatory fees

$156

—

Backtest slippage cost

$1,131

—

Returns

Backtest length

854

—

Out-of-sample length

750

—

Return, backtest period (annualized) (backtest)

30.99%

—

Return, backtest period (cumulative) (backtest)

149.92%

—

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

19.86%

138.64%

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

71.56%

3.87%

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

-0.31%

—

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

-7.68%

8.12%

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

-0.04%

—

Return, trailing 1 year (backtest)

-4.34%

—

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

-4.33%

0.00%

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

-0.34%

—

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

-8.35%

0.00%

SPY annualized return over the backtest window (backtest)

22.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.77

—

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

0.50

51.98

Maximum drawdown, backtest period (backtest)

-40.02%

—

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

-40.02%

-2.67%

Sharpe ratio, backtest period (backtest)

0.95

—

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

0.72

4.29

Sortino ratio, backtest period (backtest)

1.46

—

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

1.04

—

Standard deviation, backtest period (backtest)

34.53%

—

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

32.63%

22.88%

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

3.00%

10.00%

Rebalance frequency

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