Side-by-side comparison

Compare investment strategies

Good Mix: Scaled 3x Dip Buys with T-Bill Retreat vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

—

Hedge / defensive overlay: Cash / T-bills

—

Leverage use

—

Rebalance schedule

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Trading signal: Volatility regime (VIX)

—

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)

buy-the-dip, leveraged etfs, tactical allocation, tech-focused, trend following, volatility targeting

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)

-0.04

—

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

1.80

—

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

0.88

—

Trading activity

Annualized turnover, backtest period (backtest)

29.06

—

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

29.30

—

Daily win rate, backtest period (backtest)

56.67%

—

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

56.47%

—

Backtest

Backtest final value (from $10,000)

$47k

—

Backtest regulatory fees

$101

—

Backtest slippage cost

$659

—

Returns

Backtest length

944

—

Out-of-sample length

726

—

Return, backtest period (annualized) (backtest)

51.19%

—

Return, backtest period (cumulative) (backtest)

371.26%

—

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

34.32%

261.52%

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

134.27%

6.85%

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

0.41%

—

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

3.32%

1.95%

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

0.46%

—

Return, trailing 1 year (backtest)

24.05%

—

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

24.07%

0.00%

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

0.20%

—

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

7.76%

6.14%

SPY annualized return over the backtest window (backtest)

22.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.72

—

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

1.15

376.45

Maximum drawdown, backtest period (backtest)

-29.80%

—

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

-29.79%

-0.69%

Sharpe ratio, backtest period (backtest)

1.57

—

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

1.10

7.79

Sortino ratio, backtest period (backtest)

2.51

—

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

1.72

—

Standard deviation, backtest period (backtest)

29.02%

—

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

31.13%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

4,195

—

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