Side-by-side comparison

Compare investment strategies

Equal-Weight Apple and Microsoft with SH and BTAL Hedges vs Rising Rates Volatility Switch Risk-Parity 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)

daily rebalance, defensive hedging, equity rotation, momentum filter, tactical allocation, tech tilt, volatility filter

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

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)

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

7.58

—

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

9.24

—

Daily win rate, backtest period (backtest)

54.12%

—

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

54.58%

—

Backtest

Backtest final value (from $10,000)

$763k

—

Backtest regulatory fees

$747

—

Backtest slippage cost

$4,824

—

Returns

Backtest length

3,790

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

33.39%

—

Return, backtest period (cumulative) (backtest)

7528%

—

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

21.99%

3.62%

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

75.06%

2.81%

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

0.64%

—

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

7.86%

0.34%

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

2.16%

—

Return, trailing 1 year (backtest)

18.50%

—

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

18.49%

6.30%

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

1.19%

—

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

22.76%

0.95%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.04

—

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

0.82

331.36

Maximum drawdown, backtest period (backtest)

-32.00%

—

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

-26.76%

-0.01%

Sharpe ratio, backtest period (backtest)

1.33

—

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

1.01

18.06

Sortino ratio, backtest period (backtest)

2.02

—

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

1.53

—

Standard deviation, backtest period (backtest)

23.89%

—

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

22.12%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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