Side-by-side comparison

Compare investment strategies

Defensive USD and Treasury Core with 2x Nasdaq Dip Sleeve vs 100% SGOV Treasury Bill Cash Holder

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)

currency hedge, defensive core, dip-buying, leveraged tech sleeve, rules-based, tactical allocation, treasuries hedge, volatility filter

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)

0.05

—

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

0.63

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

10.79

—

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

9.93

—

Daily win rate, backtest period (backtest)

56.71%

—

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

55.25%

—

Backtest

Backtest final value (from $10,000)

$124k

—

Backtest regulatory fees

$197

—

Backtest slippage cost

$1,262

—

Returns

Backtest length

3,220

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

21.80%

—

Return, backtest period (cumulative) (backtest)

1144%

—

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

20.71%

3.61%

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

73.03%

0.76%

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

0.25%

—

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

1.31%

0.32%

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

0.90%

—

Return, trailing 1 year (backtest)

18.91%

—

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

18.91%

0.00%

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

0.85%

—

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

3.39%

0.00%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.84

—

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

2.11

45148.96

Maximum drawdown, backtest period (backtest)

-11.82%

—

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

-9.82%

-0.00%

Sharpe ratio, backtest period (backtest)

1.83

—

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

1.76

20.28

Sortino ratio, backtest period (backtest)

3.14

—

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

3.27

—

Standard deviation, backtest period (backtest)

11.11%

—

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

11.05%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

115

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

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