Side-by-side comparison

Compare investment strategies

Four Corners Growth/Utilities and Credit/Cash Rotation 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)

hedged, leveraged etfs, mean reversion, momentum, multi-asset, risk-managed, tactical allocation, volatility overlay

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)

1.06

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

39.11

—

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

51.76

—

Daily win rate, backtest period (backtest)

57.97%

—

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

55.12%

—

Backtest

Backtest final value (from $10,000)

$5.2M

—

Backtest regulatory fees

$18k

—

Backtest slippage cost

$153k

—

Returns

Backtest length

3,638

—

Out-of-sample length

635

—

Return, backtest period (annualized) (backtest)

54.12%

—

Return, backtest period (cumulative) (backtest)

52k%

—

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

19.94%

3.62%

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

57.54%

2.81%

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

-1.13%

—

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

-1.78%

0.34%

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

-1.25%

—

Return, trailing 1 year (backtest)

3.86%

—

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

3.32%

6.30%

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

0.51%

—

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

7.65%

0.95%

SPY annualized return over the backtest window (backtest)

14.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.81

—

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

1.12

331.36

Maximum drawdown, backtest period (backtest)

-19.23%

—

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

-17.86%

-0.01%

Sharpe ratio, backtest period (backtest)

2.12

—

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

0.82

18.06

Sortino ratio, backtest period (backtest)

3.59

—

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

1.39

—

Standard deviation, backtest period (backtest)

21.45%

—

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

26.09%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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