Side-by-side comparison

Compare investment strategies

Four Corners Regime Sleeve plus Treasury-Trend Sleeve vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

bonds–equities rotation, leveraged etfs, rsi-based regime rotation, tactical multi-asset, 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)

-0.04

—

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

1.03

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

43.51

—

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

46.97

—

Daily win rate, backtest period (backtest)

58.00%

—

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

54.00%

—

Backtest

Backtest final value (from $10,000)

$450.7M

—

Backtest regulatory fees

$1.2M

—

Backtest slippage cost

$11.2M

—

Returns

Backtest length

3,781

—

Out-of-sample length

487

—

Return, backtest period (annualized) (backtest)

104.22%

—

Return, backtest period (cumulative) (backtest)

4507k%

—

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

15.82%

261.52%

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

32.43%

6.85%

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

-3.40%

—

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

1.64%

1.95%

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

-10.53%

—

Return, trailing 1 year (backtest)

-5.00%

—

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

5.34%

0.00%

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

-11.55%

—

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

8.13%

6.14%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.79

—

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

0.88

376.45

Maximum drawdown, backtest period (backtest)

-17.99%

—

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

-17.99%

-0.69%

Sharpe ratio, backtest period (backtest)

2.57

—

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

0.67

7.79

Sortino ratio, backtest period (backtest)

4.63

—

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

0.64

—

Standard deviation, backtest period (backtest)

29.42%

—

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

27.35%

18.11%

Quality

Community review status

REJECTED

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

361

—

Rebalance corridor width

5.00%

—

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