Side-by-side comparison

Compare investment strategies

Dippy: Tech/Semis Dips and Rips, Sector/Treasury Engine vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

etf rotation, leveraged etfs, mean reversion, risk-on/risk-off, systematic, tactical allocation, trend following, volatility timing

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.10

—

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

1.82

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

30.32

—

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

25.46

—

Daily win rate, backtest period (backtest)

54.93%

—

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

51.09%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$5,535

—

Backtest slippage cost

$42k

—

Returns

Backtest length

2,372

—

Out-of-sample length

961

—

Return, backtest period (annualized) (backtest)

82.11%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

21.54%

261.52%

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

110.57%

6.85%

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

1.84%

—

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

-5.92%

1.95%

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

5.55%

—

Return, trailing 1 year (backtest)

19.80%

—

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

19.80%

0.00%

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

1.38%

—

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

-0.97%

6.14%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.24

—

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

0.61

376.45

Maximum drawdown, backtest period (backtest)

-36.66%

—

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

-35.40%

-0.69%

Sharpe ratio, backtest period (backtest)

1.78

—

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

0.68

7.79

Sortino ratio, backtest period (backtest)

3.25

—

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

1.18

—

Standard deviation, backtest period (backtest)

37.41%

—

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

39.27%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

2,818

—

Rebalance corridor width

10.00%

—

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