Side-by-side comparison

Compare investment strategies

KMLM Switcher Single Pops No K-1 Edit 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)

daily rebalance, leveraged etfs, managed futures, momentum/rsi, risk-on/risk-off, tactical allocation, volatility hedging

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)

0.54

—

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

1.69

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

62.18

—

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

59.31

—

Daily win rate, backtest period (backtest)

57.51%

—

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

58.18%

—

Backtest

Backtest final value (from $10,000)

$55.8M

—

Backtest regulatory fees

$69k

—

Backtest slippage cost

$653k

—

Returns

Backtest length

1,459

—

Out-of-sample length

330

—

Return, backtest period (annualized) (backtest)

343.26%

—

Return, backtest period (cumulative) (backtest)

558k%

—

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

116.23%

67.14%

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

175.36%

4.80%

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

-0.33%

—

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

2.22%

4.80%

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

-3.42%

—

Return, trailing 1 year (backtest)

89.36%

—

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

89.31%

0.00%

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

1.44%

—

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

28.06%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.83

—

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

5.07

53.07

Maximum drawdown, backtest period (backtest)

-38.86%

—

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

-22.92%

-1.27%

Sharpe ratio, backtest period (backtest)

2.83

—

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

1.72

4.69

Sortino ratio, backtest period (backtest)

5.13

—

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

2.73

—

Standard deviation, backtest period (backtest)

58.73%

—

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

53.29%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

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