Side-by-side comparison

Compare investment strategies

Global Stock Trend, 3x Dip Buys, VXX Overheat 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)

daily rebalance, equities, leveraged etfs, mean reversion, tactical allocation, trend filter, 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)

0.32

—

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

0.39

—

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

0.17

—

Trading activity

Annualized turnover, backtest period (backtest)

43.20

—

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

29.84

—

Daily win rate, backtest period (backtest)

56.53%

—

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

52.96%

—

Backtest

Backtest final value (from $10,000)

$5.0M

—

Backtest regulatory fees

$7,404

—

Backtest slippage cost

$62k

—

Returns

Backtest length

2,199

—

Out-of-sample length

304

—

Return, backtest period (annualized) (backtest)

103.78%

—

Return, backtest period (cumulative) (backtest)

50k%

—

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

32.01%

261.52%

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

39.03%

6.85%

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

7.59%

—

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

0.22%

1.95%

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

10.54%

—

Return, trailing 1 year (backtest)

47.80%

—

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

34.66%

0.00%

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

10.12%

—

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

9.50%

6.14%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.21

—

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

2.78

376.45

Maximum drawdown, backtest period (backtest)

-24.64%

—

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

-11.52%

-0.69%

Sharpe ratio, backtest period (backtest)

2.08

—

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

1.15

7.79

Sortino ratio, backtest period (backtest)

5.19

—

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

2.49

—

Standard deviation, backtest period (backtest)

37.37%

—

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

27.40%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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