Side-by-side comparison

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Golden Butterfly Equal-Weight Stocks, Bonds and Gold vs Defensive/Offensive SPY-QQQ Switch with RSI Sleeve

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)

asset allocation, balanced, buy-and-hold, diversified, gold, long-only, low-turnover, multi-asset, treasuries, us stocks

bonds, defensive equities, managed futures, risk management, sector rotation, tactical asset allocation, trend following

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.45

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

0.78

—

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

0.73

—

Daily win rate, backtest period (backtest)

55.64%

—

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

56.44%

—

Backtest

Backtest final value (from $10,000)

$44k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,973

—

Out-of-sample length

1,173

—

Return, backtest period (annualized) (backtest)

7.79%

—

Return, backtest period (cumulative) (backtest)

339.81%

—

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

8.34%

11.26%

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

44.97%

0.81%

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

-0.33%

—

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

-1.74%

0.00%

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

-0.10%

—

Return, trailing 1 year (backtest)

3.90%

—

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

7.44%

0.00%

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

0.27%

—

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

-0.59%

0.00%

SPY annualized return over the backtest window (backtest)

10.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.36

—

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

0.53

15.10

Maximum drawdown, backtest period (backtest)

-21.82%

—

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

-15.61%

-0.75%

Sharpe ratio, backtest period (backtest)

0.86

—

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

0.88

3.64

Sortino ratio, backtest period (backtest)

1.22

—

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

1.26

—

Standard deviation, backtest period (backtest)

9.27%

—

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

9.68%

3.10%

Holdings

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

0.20

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

212

—

Watchers

334

—

Risk score

Risk rating (Composer data field)

Moderate

—

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