Side-by-side comparison

Compare investment strategies

Hedged 3x Tech/Semis and Bonds with Black Swan Switch 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)

crash hedge, daily rebalanced, leveraged etfs, mean-reversion, tactical allocation, tech/semiconductors, treasuries, trend-following

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)

-0.09

—

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

1.56

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

23.93

—

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

33.46

—

Daily win rate, backtest period (backtest)

55.98%

—

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

54.57%

—

Backtest

Backtest final value (from $10,000)

$39.0M

—

Backtest regulatory fees

$89k

—

Backtest slippage cost

$822k

—

Returns

Backtest length

3,480

—

Out-of-sample length

744

—

Return, backtest period (annualized) (backtest)

81.95%

—

Return, backtest period (cumulative) (backtest)

390k%

—

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

21.92%

261.52%

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

79.66%

6.85%

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

1.05%

—

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

4.62%

1.95%

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

0.49%

—

Return, trailing 1 year (backtest)

27.17%

—

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

27.16%

0.00%

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

1.68%

—

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

5.66%

6.14%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.98

—

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

0.53

376.45

Maximum drawdown, backtest period (backtest)

-41.42%

—

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

-41.43%

-0.69%

Sharpe ratio, backtest period (backtest)

1.65

—

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

0.71

7.79

Sortino ratio, backtest period (backtest)

2.86

—

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

0.99

—

Standard deviation, backtest period (backtest)

41.12%

—

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

38.70%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.45

—

Construction

Logic complexity (node count)

107

—

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