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Compare investment strategies

IEF vs PSQ Gate: T-Bills, XLK or Short Nasdaq vs 100% SGOV Treasury Bill Cash Holder

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)

long/short, market timing, momentum and mean-reversion, risk-off bias, sector rotation, tactical allocation

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)

0.15

—

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

0.92

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

36.48

—

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

36.37

—

Daily win rate, backtest period (backtest)

52.83%

—

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

63.99%

—

Backtest

Backtest final value (from $10,000)

$1.9M

—

Backtest regulatory fees

$4,574

—

Backtest slippage cost

$40k

—

Returns

Backtest length

4,967

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

30.47%

—

Return, backtest period (cumulative) (backtest)

19k%

—

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

36.63%

3.61%

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

134.18%

0.76%

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

0.04%

—

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

0.51%

0.32%

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

0.09%

—

Return, trailing 1 year (backtest)

33.95%

—

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

33.94%

0.00%

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

0.18%

—

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

3.66%

0.00%

SPY annualized return over the backtest window (backtest)

11.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.32

—

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

2.46

45148.96

Maximum drawdown, backtest period (backtest)

-23.10%

—

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

-14.86%

-0.00%

Sharpe ratio, backtest period (backtest)

1.37

—

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

1.52

20.28

Sortino ratio, backtest period (backtest)

2.17

—

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

2.31

—

Standard deviation, backtest period (backtest)

21.02%

—

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

22.14%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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