Side-by-side comparison

Compare investment strategies

Homebuilders 3x (NAIL) Flat-Nasdaq Filter with T-Bills vs Domestic Leveraged Sector Trend 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)

cash filter, leveraged etfs, market timing, risk-on/off, tactical sector timing

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.26

—

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

0.45

—

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

0.18

—

Trading activity

Annualized turnover, backtest period (backtest)

50.11

—

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

54.94

—

Daily win rate, backtest period (backtest)

49.09%

—

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

68.56%

—

Backtest

Backtest final value (from $10,000)

$264k

—

Backtest regulatory fees

$837

—

Backtest slippage cost

$7,007

—

Returns

Backtest length

2,801

—

Out-of-sample length

633

—

Return, backtest period (annualized) (backtest)

34.23%

—

Return, backtest period (cumulative) (backtest)

2540%

—

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

29.28%

67.14%

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

90.80%

4.80%

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

-4.06%

—

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

-1.34%

4.80%

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

-4.04%

—

Return, trailing 1 year (backtest)

121.22%

—

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

121.22%

0.00%

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

-3.96%

—

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

6.45%

0.00%

SPY annualized return over the backtest window (backtest)

14.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.89

—

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

0.76

53.07

Maximum drawdown, backtest period (backtest)

-38.56%

—

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

-38.56%

-1.27%

Sharpe ratio, backtest period (backtest)

1.04

—

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

0.83

4.69

Sortino ratio, backtest period (backtest)

1.69

—

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

1.29

—

Standard deviation, backtest period (backtest)

33.95%

—

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

41.03%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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