Side-by-side comparison

Compare investment strategies

Golden Ratio Five-Sleeve Leveraged Rotation with Cash Buffer 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)

emerging markets, gold, leveraged etfs, reits, tactical multi-asset, treasuries, trend & momentum, 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)

0.11

—

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

0.81

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

33.90

—

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

32.66

—

Daily win rate, backtest period (backtest)

58.08%

—

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

52.97%

—

Backtest

Backtest final value (from $10,000)

$458.7M

—

Backtest regulatory fees

$775k

—

Backtest slippage cost

$7.3M

—

Returns

Backtest length

3,781

—

Out-of-sample length

404

—

Return, backtest period (annualized) (backtest)

104.46%

—

Return, backtest period (cumulative) (backtest)

4587k%

—

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

34.49%

261.52%

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

59.87%

6.85%

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

-2.60%

—

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

4.83%

1.95%

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

-4.44%

—

Return, trailing 1 year (backtest)

19.24%

—

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

38.55%

0.00%

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

-4.42%

—

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

9.34%

6.14%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.26

—

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

1.47

376.45

Maximum drawdown, backtest period (backtest)

-24.54%

—

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

-23.48%

-0.69%

Sharpe ratio, backtest period (backtest)

2.75

—

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

1.22

7.79

Sortino ratio, backtest period (backtest)

4.80

—

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

1.67

—

Standard deviation, backtest period (backtest)

27.39%

—

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

27.44%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

198

—

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