Side-by-side comparison

Compare investment strategies

Inverse-Volatility 3x Sector ETFs and Bitcoin Basket vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

crypto, inverse-vol weighting, leveraged etfs, risk-on growth, sector rotation, threshold rebalancing, us equities

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)

-0.21

—

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

2.55

—

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

0.90

—

Trading activity

Annualized turnover, backtest period (backtest)

2.26

—

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

2.34

—

Daily win rate, backtest period (backtest)

54.07%

—

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

52.03%

—

Backtest

Backtest final value (from $10,000)

$253k

—

Backtest regulatory fees

$121

—

Backtest slippage cost

$572

—

Returns

Backtest length

2,765

—

Out-of-sample length

640

—

Return, backtest period (annualized) (backtest)

34.22%

—

Return, backtest period (cumulative) (backtest)

2429%

—

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

16.35%

261.52%

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

46.47%

6.85%

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

-2.74%

—

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

-2.38%

1.95%

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

-2.65%

—

Return, trailing 1 year (backtest)

6.02%

—

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

7.83%

0.00%

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

-4.54%

—

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

-0.52%

6.14%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.45

—

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

0.33

376.45

Maximum drawdown, backtest period (backtest)

-76.29%

—

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

-49.28%

-0.69%

Sharpe ratio, backtest period (backtest)

0.83

—

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

0.56

7.79

Sortino ratio, backtest period (backtest)

1.16

—

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

0.78

—

Standard deviation, backtest period (backtest)

52.28%

—

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

44.90%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

0.50%

—

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