Side-by-side comparison

Compare investment strategies

Half T-Bills with QLD Dip Buying and Defensive Rotation vs 100% SGOV Treasury Bill Cash Holder

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)

bonds vs equities, defensive equities, etfs, leveraged etf, mean reversion, risk-on/risk-off, tactical asset allocation, volatility targeting

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.05

—

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

0.64

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

11.44

—

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

9.92

—

Daily win rate, backtest period (backtest)

55.60%

—

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

55.95%

—

Backtest

Backtest final value (from $10,000)

$256k

—

Backtest regulatory fees

$522

—

Backtest slippage cost

$2,901

—

Returns

Backtest length

4,872

—

Out-of-sample length

731

—

Return, backtest period (annualized) (backtest)

18.26%

—

Return, backtest period (cumulative) (backtest)

2461%

—

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

20.24%

3.61%

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

70.80%

0.76%

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

0.10%

—

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

-0.25%

0.32%

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

0.80%

—

Return, trailing 1 year (backtest)

18.75%

—

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

18.75%

0.00%

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

0.34%

—

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

3.14%

0.00%

SPY annualized return over the backtest window (backtest)

10.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.88

—

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

2.18

45148.96

Maximum drawdown, backtest period (backtest)

-20.65%

—

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

-9.27%

-0.00%

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.71

20.28

Sortino ratio, backtest period (backtest)

2.37

—

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

3.19

—

Standard deviation, backtest period (backtest)

12.15%

—

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

11.17%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

112

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

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