Side-by-side comparison

Compare investment strategies

Double Pop Bot 3x Tech and Semis Swing Trader vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

cross-asset signals, daily rebalance, leveraged etfs, long/short, mean reversion, momentum, tactical, tech/semiconductors

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)

0.41

—

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

0.60

—

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

0.15

—

Trading activity

Annualized turnover, backtest period (backtest)

56.39

—

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

48.26

—

Daily win rate, backtest period (backtest)

52.59%

—

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

51.18%

—

Backtest

Backtest final value (from $10,000)

$503.3M

—

Backtest regulatory fees

$1.2M

—

Backtest slippage cost

$11.0M

—

Returns

Backtest length

3,206

—

Out-of-sample length

971

—

Return, backtest period (annualized) (backtest)

134.13%

—

Return, backtest period (cumulative) (backtest)

5033k%

—

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

43.83%

261.52%

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

306.26%

6.85%

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

1.01%

—

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

-8.67%

1.95%

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

8.38%

—

Return, trailing 1 year (backtest)

75.78%

—

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

75.73%

0.00%

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

3.53%

—

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

29.05%

6.14%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.23

—

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

0.73

376.45

Maximum drawdown, backtest period (backtest)

-60.10%

—

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

-60.10%

-0.69%

Sharpe ratio, backtest period (backtest)

1.75

—

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

0.91

7.79

Sortino ratio, backtest period (backtest)

3.09

—

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

1.47

—

Standard deviation, backtest period (backtest)

57.97%

—

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

58.47%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.49

—

Construction

Logic complexity (node count)

412

—

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