Side-by-side comparison

Compare investment strategies

K-1 Free All-Weather Rotation with Bond Bull/Bear Trades 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)

bonds, commodities, k-1 free, leveraged etfs, long/short, risk-parity inspired, tactical asset allocation, tech/semiconductors, trend/momentum, volatility regime

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)

0.05

—

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

1.04

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

31.15

—

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

32.55

—

Daily win rate, backtest period (backtest)

56.99%

—

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

55.63%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$7,599

—

Backtest slippage cost

$61k

—

Returns

Backtest length

2,876

—

Out-of-sample length

719

—

Return, backtest period (annualized) (backtest)

63.28%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

24.57%

3.62%

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

87.33%

2.81%

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

-0.37%

—

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

-1.71%

0.34%

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

-0.19%

—

Return, trailing 1 year (backtest)

-9.29%

—

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

-9.29%

6.30%

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

-0.11%

—

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

0.19%

0.95%

SPY annualized return over the backtest window (backtest)

13.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.91

—

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

1.52

331.36

Maximum drawdown, backtest period (backtest)

-16.17%

—

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

-16.17%

-0.01%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.75

18.06

Sortino ratio, backtest period (backtest)

6.03

—

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

2.34

—

Standard deviation, backtest period (backtest)

30.51%

—

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

35.97%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

1,199

—

Rebalance corridor width

—

5.00%

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