Side-by-side comparison

Compare investment strategies

Growth Blend 3x Tech Trend with T-Bill and Inverse Hedge vs Domestic Leveraged Sector Trend 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)

leveraged etfs, market timing, momentum, tactical allocation, trend-following, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.94

—

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

1.05

—

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

0.18

—

Trading activity

Annualized turnover, backtest period (backtest)

133.17

—

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

133.17

—

Daily win rate, backtest period (backtest)

56.45%

—

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

56.45%

—

Backtest

Backtest final value (from $10,000)

$36k

—

Backtest regulatory fees

$149

—

Backtest slippage cost

$1,064

—

Returns

Backtest length

349

—

Out-of-sample length

349

—

Return, backtest period (annualized) (backtest)

149.97%

—

Return, backtest period (cumulative) (backtest)

256.97%

—

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

150.02%

67.14%

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

257.07%

4.80%

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

-1.94%

—

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

0.61%

4.80%

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

0.84%

—

Return, trailing 1 year (backtest)

156.36%

—

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

156.42%

0.00%

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

0.37%

—

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

-19.09%

0.00%

SPY annualized return over the backtest window (backtest)

23.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.43

—

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

3.43

53.07

Maximum drawdown, backtest period (backtest)

-43.74%

—

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

-43.75%

-1.27%

Sharpe ratio, backtest period (backtest)

1.66

—

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

1.66

4.69

Sortino ratio, backtest period (backtest)

2.57

—

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

2.57

—

Standard deviation, backtest period (backtest)

70.47%

—

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

70.47%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.76

—

Construction

Logic complexity (node count)

2,535

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

749

—

Watchers

293

—

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