Side-by-side comparison

Compare investment strategies

Excellent Adventures Single-Stock 3x ETF Rotation 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)

daily rebalance, leveraged etfs, mega-cap tech, momentum & mean-reversion, volatility hedge

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)

0.26

—

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

2.17

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

65.92

—

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

65.96

—

Daily win rate, backtest period (backtest)

51.14%

—

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

51.14%

—

Backtest

Backtest final value (from $10,000)

$34k

—

Backtest regulatory fees

$114

—

Backtest slippage cost

$729

—

Returns

Backtest length

702

—

Out-of-sample length

700

—

Return, backtest period (annualized) (backtest)

55.87%

—

Return, backtest period (cumulative) (backtest)

244.97%

—

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

54.83%

67.14%

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

237.37%

4.80%

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

-0.87%

—

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

-12.85%

4.80%

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

-1.71%

—

Return, trailing 1 year (backtest)

69.81%

—

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

69.86%

0.00%

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

-2.53%

—

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

6.49%

0.00%

SPY annualized return over the backtest window (backtest)

21.39%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.98

—

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

0.96

53.07

Maximum drawdown, backtest period (backtest)

-56.93%

—

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

-56.93%

-1.27%

Sharpe ratio, backtest period (backtest)

0.97

—

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

0.96

4.69

Sortino ratio, backtest period (backtest)

1.48

—

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

1.47

—

Standard deviation, backtest period (backtest)

72.81%

—

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

72.88%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.57

—

Construction

Logic complexity (node count)

2,195

—

Rebalance corridor width

—

1.00%

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