Side-by-side comparison

Compare investment strategies

LAB Rat Biotech and Tech 3x Long-Short 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 rebalancing, leveraged etfs, long/short, momentum/trend, risk-on/off timing, sector rotation, volatility hedge

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)

0.15

—

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

1.68

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

84.65

—

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

83.08

—

Daily win rate, backtest period (backtest)

55.05%

—

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

51.30%

—

Backtest

Backtest final value (from $10,000)

$319.4M

—

Backtest regulatory fees

$1.3M

—

Backtest slippage cost

$12.5M

—

Returns

Backtest length

1,929

—

Out-of-sample length

616

—

Return, backtest period (annualized) (backtest)

287.38%

—

Return, backtest period (cumulative) (backtest)

3194k%

—

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

24.53%

67.14%

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

71.10%

4.80%

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

9.01%

—

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

36.65%

4.80%

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

19.90%

—

Return, trailing 1 year (backtest)

37.67%

—

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

37.61%

0.00%

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

21.03%

—

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

-24.02%

0.00%

SPY annualized return over the backtest window (backtest)

16.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.59

—

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

0.38

53.07

Maximum drawdown, backtest period (backtest)

-80.09%

—

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

-65.35%

-1.27%

Sharpe ratio, backtest period (backtest)

2.00

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

3.18

—

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

0.99

—

Standard deviation, backtest period (backtest)

86.76%

—

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

73.22%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.79

—

Construction

Logic complexity (node count)

333

—

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