Side-by-side comparison

Compare investment strategies

Japan Equity Timer with 2x Japan ETF and T-Bills vs Rising Rates Volatility Switch Risk-Parity Mix

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)

cash/t-bills, japan equities, leveraged etf, momentum, moving-average filter, rsi timing, tactical allocation, trend-following

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.04

—

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

1.67

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

25.24

—

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

13.57

—

Daily win rate, backtest period (backtest)

48.70%

—

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

52.26%

—

Backtest

Backtest final value (from $10,000)

$51k

—

Backtest regulatory fees

$203

—

Backtest slippage cost

$1,534

—

Returns

Backtest length

4,353

—

Out-of-sample length

687

—

Return, backtest period (annualized) (backtest)

9.91%

—

Return, backtest period (cumulative) (backtest)

411.93%

—

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

24.80%

3.62%

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

83.09%

2.81%

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

1.17%

—

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

0.99%

0.34%

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

-2.28%

—

Return, trailing 1 year (backtest)

42.47%

—

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

42.47%

6.30%

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

-0.49%

—

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

7.08%

0.95%

SPY annualized return over the backtest window (backtest)

15.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.18

—

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

0.75

331.36

Maximum drawdown, backtest period (backtest)

-56.13%

—

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

-32.85%

-0.01%

Sharpe ratio, backtest period (backtest)

0.46

—

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

0.77

18.06

Sortino ratio, backtest period (backtest)

0.64

—

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

1.12

—

Standard deviation, backtest period (backtest)

31.36%

—

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

38.78%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

5.00%

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