Side-by-side comparison

Compare investment strategies

Duo Cycler Dip Buying with ARK and Bitcoin Sleeves vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Rebalance schedule

—

Trading signal: Interest rates / yield curve

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Weighting scheme

—

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)

crypto/ark sleeve, leveraged etfs, multi-asset, rates regime, tactical allocation, trend + mean reversion, volatility hedge

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)

-0.12

—

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

1.92

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

134.21

—

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

129.63

—

Daily win rate, backtest period (backtest)

54.37%

—

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

50.51%

—

Backtest

Backtest final value (from $10,000)

$418k

—

Backtest regulatory fees

$5,226

—

Backtest slippage cost

$40k

—

Returns

Backtest length

1,063

—

Out-of-sample length

689

—

Return, backtest period (annualized) (backtest)

142.13%

—

Return, backtest period (cumulative) (backtest)

4083%

—

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

19.87%

261.52%

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

63.54%

6.85%

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

-10.68%

—

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

11.12%

1.95%

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

-15.79%

—

Return, trailing 1 year (backtest)

-17.52%

—

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

14.15%

0.00%

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

-14.31%

—

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

7.90%

6.14%

SPY annualized return over the backtest window (backtest)

18.52%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

0.41

376.45

Maximum drawdown, backtest period (backtest)

-48.59%

—

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

-48.84%

-0.69%

Sharpe ratio, backtest period (backtest)

1.93

—

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

0.59

7.79

Sortino ratio, backtest period (backtest)

3.47

—

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

0.76

—

Standard deviation, backtest period (backtest)

52.82%

—

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

54.09%

18.11%

Quality

Community review status

REJECTED

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

5,525

—

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