Side-by-side comparison

Compare investment strategies

Gold with 3x Gold Note and Cash Overlay 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)

cash overlay, commodities, gold, leveraged etn, mean reversion, momentum, risk-managed, tactical allocation

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)

0.40

—

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

0.31

—

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

0.09

—

Trading activity

Annualized turnover, backtest period (backtest)

35.68

—

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

38.50

—

Daily win rate, backtest period (backtest)

54.88%

—

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

56.75%

—

Backtest

Backtest final value (from $10,000)

$27k

—

Backtest regulatory fees

$102

—

Backtest slippage cost

$536

—

Returns

Backtest length

911

—

Out-of-sample length

504

—

Return, backtest period (annualized) (backtest)

31.27%

—

Return, backtest period (cumulative) (backtest)

167.68%

—

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

32.17%

261.52%

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

74.89%

6.85%

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

1.57%

—

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

-4.65%

1.95%

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

1.17%

—

Return, trailing 1 year (backtest)

-15.88%

—

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

-15.87%

0.00%

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

-2.24%

—

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

-11.19%

6.14%

SPY annualized return over the backtest window (backtest)

21.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.54

—

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

0.55

376.45

Maximum drawdown, backtest period (backtest)

-58.01%

—

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

-58.01%

-0.69%

Sharpe ratio, backtest period (backtest)

0.82

—

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

0.78

7.79

Sortino ratio, backtest period (backtest)

1.13

—

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

1.06

—

Standard deviation, backtest period (backtest)

48.04%

—

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

58.20%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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