Side-by-side comparison

Compare investment strategies

KMLM vs Tech Sorter: 3x Dip Buys, UVXY Fades 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)

leveraged etfs, managed futures, momentum & mean‑reversion, risk‑on/risk‑off, tactical allocation, volatility trading

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)

0.48

—

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

2.00

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

91.51

—

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

91.51

—

Daily win rate, backtest period (backtest)

52.94%

—

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

52.94%

—

Backtest

Backtest final value (from $10,000)

$26k

—

Backtest regulatory fees

$63

—

Backtest slippage cost

$476

—

Returns

Backtest length

391

—

Out-of-sample length

391

—

Return, backtest period (annualized) (backtest)

83.99%

—

Return, backtest period (cumulative) (backtest)

158.17%

—

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

84.02%

67.14%

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

158.23%

4.80%

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

-1.28%

—

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

0.64%

4.80%

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

-7.55%

—

Return, trailing 1 year (backtest)

63.40%

—

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

63.42%

0.00%

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

-3.43%

—

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

30.04%

0.00%

SPY annualized return over the backtest window (backtest)

24.37%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.24

—

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

2.24

53.07

Maximum drawdown, backtest period (backtest)

-37.57%

—

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

-37.56%

-1.27%

Sharpe ratio, backtest period (backtest)

1.15

—

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

1.15

4.69

Sortino ratio, backtest period (backtest)

1.80

—

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

1.80

—

Standard deviation, backtest period (backtest)

82.23%

—

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

82.23%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

356

—

Rebalance corridor width

10.00%

1.00%

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