Side-by-side comparison

Compare investment strategies

Japan 2x Long/Short Trend with Yen and Treasury Safety 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)

bonds, currencies, japan equities, leveraged etfs, tactical allocation, trend + momentum, volatility overlay

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)

0.20

—

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

2.29

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

31.21

—

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

4.06

—

Daily win rate, backtest period (backtest)

50.59%

—

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

54.03%

—

Backtest

Backtest final value (from $10,000)

$223k

—

Backtest regulatory fees

$371

—

Backtest slippage cost

$2,917

—

Returns

Backtest length

3,754

—

Out-of-sample length

248

—

Return, backtest period (annualized) (backtest)

23.16%

—

Return, backtest period (cumulative) (backtest)

2128%

—

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

69.63%

67.14%

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

68.56%

4.80%

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

1.17%

—

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

0.99%

4.80%

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

-2.28%

—

Return, trailing 1 year (backtest)

61.73%

—

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

68.56%

0.00%

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

-0.49%

—

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

7.08%

0.00%

SPY annualized return over the backtest window (backtest)

15.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.55

—

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

2.67

53.07

Maximum drawdown, backtest period (backtest)

-41.78%

—

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

-26.04%

-1.27%

Sharpe ratio, backtest period (backtest)

0.79

—

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

1.44

4.69

Sortino ratio, backtest period (backtest)

1.18

—

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

2.19

—

Standard deviation, backtest period (backtest)

33.48%

—

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

43.59%

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