Side-by-side comparison

Compare investment strategies

Hidden Obsidian Crash Defense, Income and Growth Switch vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

crash protection, income sleeve, k-1 free, leveraged/inverse etfs, regime switching, tactical rotation, volatility timing

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

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)

0.60

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

35.70

—

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

35.76

—

Daily win rate, backtest period (backtest)

55.67%

—

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

56.46%

—

Backtest

Backtest final value (from $10,000)

$41k

—

Backtest regulatory fees

$152

—

Backtest slippage cost

$1,062

—

Returns

Backtest length

1,455

—

Out-of-sample length

797

—

Return, backtest period (annualized) (backtest)

27.62%

—

Return, backtest period (cumulative) (backtest)

309.16%

—

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

18.30%

76.55%

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

70.28%

3.91%

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

0.18%

—

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

-0.17%

0.00%

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

0.40%

—

Return, trailing 1 year (backtest)

5.79%

—

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

5.80%

0.00%

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

0.25%

—

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

0.22%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.88

—

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

1.24

180.23

Maximum drawdown, backtest period (backtest)

-14.73%

—

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

-14.73%

-0.42%

Sharpe ratio, backtest period (backtest)

1.96

—

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

1.29

9.00

Sortino ratio, backtest period (backtest)

3.01

—

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

1.85

—

Standard deviation, backtest period (backtest)

12.91%

—

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

13.75%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

296

—

Rebalance corridor width

4.00%

—

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