Side-by-side comparison

Compare investment strategies

Frontrunner Battleship Offense/Defense with BDRY Signal vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodity rotation, daily rebalance, leveraged etfs, momentum/trend, risk-on/risk-off, tactical allocation, volatility hedging

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)

0.61

—

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

1.18

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

68.55

—

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

61.75

—

Daily win rate, backtest period (backtest)

56.03%

—

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

52.42%

—

Backtest

Backtest final value (from $10,000)

$3.0B

—

Backtest regulatory fees

$4.5M

—

Backtest slippage cost

$42.9M

—

Returns

Backtest length

1,965

—

Out-of-sample length

496

—

Return, backtest period (annualized) (backtest)

403.90%

—

Return, backtest period (cumulative) (backtest)

30159k%

—

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

99.97%

261.52%

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

292.28%

6.85%

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

0.87%

—

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

5.86%

1.95%

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

3.12%

—

Return, trailing 1 year (backtest)

121.23%

—

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

121.18%

0.00%

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

2.30%

—

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

39.51%

6.14%

SPY annualized return over the backtest window (backtest)

16.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

16.18

—

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

4.00

376.45

Maximum drawdown, backtest period (backtest)

-24.97%

—

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

-24.97%

-0.69%

Sharpe ratio, backtest period (backtest)

2.98

—

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

1.64

7.79

Sortino ratio, backtest period (backtest)

6.33

—

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

2.94

—

Standard deviation, backtest period (backtest)

60.26%

—

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

49.63%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

599

—

Rebalance frequency

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