Side-by-side comparison

Compare investment strategies

Europe Long-Short 3x with Volatility Panic Switch vs Domestic Leveraged Sector Trend 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)

europe long/short, leveraged etfs, mean reversion, regime switching, tech momentum, trend filters, volatility hedging

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.47

—

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

0.01

—

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

0.00

—

Trading activity

Annualized turnover, backtest period (backtest)

44.96

—

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

46.59

—

Daily win rate, backtest period (backtest)

54.35%

—

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

53.72%

—

Backtest

Backtest final value (from $10,000)

$24.3M

—

Backtest regulatory fees

$46k

—

Backtest slippage cost

$416k

—

Returns

Backtest length

2,193

—

Out-of-sample length

376

—

Return, backtest period (annualized) (backtest)

144.86%

—

Return, backtest period (cumulative) (backtest)

243k%

—

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

50.42%

67.14%

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

84.19%

4.80%

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

0.36%

—

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

17.26%

4.80%

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

2.51%

—

Return, trailing 1 year (backtest)

45.96%

—

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

45.91%

0.00%

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

13.85%

—

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

21.92%

0.00%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.64

—

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

2.72

53.07

Maximum drawdown, backtest period (backtest)

-39.74%

—

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

-18.53%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.30

4.69

Sortino ratio, backtest period (backtest)

3.67

—

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

1.92

—

Standard deviation, backtest period (backtest)

47.54%

—

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

36.63%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

108

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

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