Side-by-side comparison

Compare investment strategies

Inverse-Vol Short-Vol, 3x Semis and Hedge Blend 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)

hedged, leveraged etfs, multi-asset, risk-managed sizing, rotation, tactical allocation, volatility-based

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)

0.01

—

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

0.73

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

24.82

—

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

26.93

—

Daily win rate, backtest period (backtest)

56.54%

—

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

55.35%

—

Backtest

Backtest final value (from $10,000)

$27k

—

Backtest regulatory fees

$71

—

Backtest slippage cost

$398

—

Returns

Backtest length

1,132

—

Out-of-sample length

589

—

Return, backtest period (annualized) (backtest)

24.82%

—

Return, backtest period (cumulative) (backtest)

170.91%

—

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

15.96%

67.14%

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

40.94%

4.80%

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

-3.00%

—

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

0.61%

4.80%

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

-4.83%

—

Return, trailing 1 year (backtest)

29.48%

—

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

37.88%

0.00%

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

-6.41%

—

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

6.37%

0.00%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.77

—

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

0.49

53.07

Maximum drawdown, backtest period (backtest)

-32.34%

—

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

-32.32%

-1.27%

Sharpe ratio, backtest period (backtest)

1.42

—

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

0.92

4.69

Sortino ratio, backtest period (backtest)

1.98

—

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

1.06

—

Standard deviation, backtest period (backtest)

16.56%

—

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

17.82%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

Rebalance frequency

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