Side-by-side comparison

Compare investment strategies

Frontrunner and Battleship Offense/Defense Blend 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/inverse etfs, tactical multi-asset, trend + 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)

0.52

—

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

1.47

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

69.85

—

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

55.40

—

Daily win rate, backtest period (backtest)

57.15%

—

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

52.22%

—

Backtest

Backtest final value (from $10,000)

$2.6B

—

Backtest regulatory fees

$4.1M

—

Backtest slippage cost

$39.3M

—

Returns

Backtest length

1,965

—

Out-of-sample length

519

—

Return, backtest period (annualized) (backtest)

394.73%

—

Return, backtest period (cumulative) (backtest)

26132k%

—

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

95.44%

67.14%

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

298.57%

4.80%

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

0.87%

—

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

5.86%

4.80%

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

3.12%

—

Return, trailing 1 year (backtest)

110.46%

—

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

110.42%

0.00%

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

2.30%

—

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

39.51%

0.00%

SPY annualized return over the backtest window (backtest)

16.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

13.53

—

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

3.27

53.07

Maximum drawdown, backtest period (backtest)

-29.17%

—

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

-29.18%

-1.27%

Sharpe ratio, backtest period (backtest)

3.06

—

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

1.61

4.69

Sortino ratio, backtest period (backtest)

6.52

—

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

2.80

—

Standard deviation, backtest period (backtest)

57.39%

—

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

48.81%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.53

—

Construction

Logic complexity (node count)

390

—

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