Side-by-side comparison

Compare investment strategies

Growth Tech Trend with Inverse and Treasury Defense vs Rising Rates Volatility Switch Risk-Parity Mix

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)

defensive treasuries, inverse etfs, market timing, momentum/rsi, risk management, tactical allocation, tech/growth tilt, trend following

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.06

—

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

1.03

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

17.22

—

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

6.72

—

Daily win rate, backtest period (backtest)

56.55%

—

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

57.12%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$1,344

—

Backtest slippage cost

$11k

—

Returns

Backtest length

4,907

—

Out-of-sample length

688

—

Return, backtest period (annualized) (backtest)

28.25%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

28.83%

3.62%

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

99.88%

2.81%

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

0.65%

—

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

4.67%

0.34%

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

0.56%

—

Return, trailing 1 year (backtest)

22.47%

—

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

22.47%

6.30%

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

1.13%

—

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

4.75%

0.95%

SPY annualized return over the backtest window (backtest)

11.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.52

—

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

1.85

331.36

Maximum drawdown, backtest period (backtest)

-18.56%

—

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

-15.61%

-0.01%

Sharpe ratio, backtest period (backtest)

1.40

—

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

1.37

18.06

Sortino ratio, backtest period (backtest)

2.21

—

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

2.11

—

Standard deviation, backtest period (backtest)

19.08%

—

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

20.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

5.00%

Rebalance frequency

none

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