Side-by-side comparison

Compare investment strategies

Insane Money Printer Top-2 3x Trend with UVIX Hedge 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)

daily rebalancing, leveraged etfs, rules-based trend following, tactical rotation, volatility timing

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)

0.34

—

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

1.98

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

70.05

—

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

63.00

—

Daily win rate, backtest period (backtest)

56.13%

—

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

54.84%

—

Backtest

Backtest final value (from $10,000)

$4.3M

—

Backtest regulatory fees

$9,008

—

Backtest slippage cost

$73k

—

Returns

Backtest length

1,126

—

Out-of-sample length

527

—

Return, backtest period (annualized) (backtest)

287.58%

—

Return, backtest period (cumulative) (backtest)

43k%

—

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

78.08%

261.52%

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

235.05%

6.85%

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

1.49%

—

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

12.90%

1.95%

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

0.51%

—

Return, trailing 1 year (backtest)

59.61%

—

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

59.60%

0.00%

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

2.29%

—

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

23.27%

6.14%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.69

—

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

2.36

376.45

Maximum drawdown, backtest period (backtest)

-33.08%

—

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

-33.08%

-0.69%

Sharpe ratio, backtest period (backtest)

2.72

—

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

1.36

7.79

Sortino ratio, backtest period (backtest)

4.95

—

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

2.18

—

Standard deviation, backtest period (backtest)

55.40%

—

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

52.41%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.77

—

Construction

Logic complexity (node count)

2,147

—

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