Side-by-side comparison

Compare investment strategies

Framework: Long Volatility on Heat, 3x Tech/S&P on Dips vs D-Fence Trend Switch: SPY or T-Bills with Hedges

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)

leveraged etfs, risk-on/risk-off, rsi timing, tactical allocation, tech and growth tilt, volatility etfs

bonds, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

0.79

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

18.23

—

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

16.50

—

Daily win rate, backtest period (backtest)

48.13%

—

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

77.11%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$2,271

—

Backtest slippage cost

$19k

—

Returns

Backtest length

3,765

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

40.54%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

28.86%

40.01%

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

102.26%

2.98%

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

0.04%

—

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

0.34%

2.98%

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

0.09%

—

Return, trailing 1 year (backtest)

30.22%

—

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

30.21%

0.00%

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

0.17%

—

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

13.63%

2.82%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.20

—

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

1.57

28.47

Maximum drawdown, backtest period (backtest)

-18.41%

—

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

-18.41%

-1.41%

Sharpe ratio, backtest period (backtest)

1.54

—

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

1.13

3.57

Sortino ratio, backtest period (backtest)

4.31

—

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

2.58

—

Standard deviation, backtest period (backtest)

23.82%

—

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

25.02%

10.03%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

202

—

Rebalance corridor width

1.00%

—

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