Side-by-side comparison

Compare investment strategies

Hedged S&P/Tech Trend with Oil, Gas, Dollar Sleeves vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

bond momentum, commodities momentum, leveraged/inverse etfs, multi-asset, tactical allocation, tech tilt, trend-following, volatility hedging

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)

0.05

—

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

0.86

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

27.35

—

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

28.48

—

Daily win rate, backtest period (backtest)

59.39%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$3.7M

—

Backtest regulatory fees

$8,629

—

Backtest slippage cost

$68k

—

Returns

Backtest length

3,499

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

53.09%

—

Return, backtest period (cumulative) (backtest)

37k%

—

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

21.13%

261.52%

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

50.80%

6.85%

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

-1.53%

—

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

2.25%

1.95%

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

-1.74%

—

Return, trailing 1 year (backtest)

17.97%

—

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

20.15%

0.00%

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

-1.51%

—

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

7.57%

6.14%

SPY annualized return over the backtest window (backtest)

15.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.40

—

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

1.43

376.45

Maximum drawdown, backtest period (backtest)

-15.63%

—

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

-14.75%

-0.69%

Sharpe ratio, backtest period (backtest)

2.47

—

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

1.08

7.79

Sortino ratio, backtest period (backtest)

4.92

—

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

1.86

—

Standard deviation, backtest period (backtest)

17.87%

—

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

19.37%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

502

—

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