Side-by-side comparison

Compare investment strategies

Leveraged Tech, Biotech and Tesla Switcher with VIX Hedge vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

daily rebalanced, leveraged etfs, mean reversion, sector rotation, tactical momentum, volatility hedging

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.38

—

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

0.59

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

55.17

—

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

52.53

—

Daily win rate, backtest period (backtest)

65.30%

—

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

65.32%

—

Backtest

Backtest final value (from $10,000)

$144k

—

Backtest regulatory fees

$554

—

Backtest slippage cost

$4,245

—

Returns

Backtest length

1,026

—

Out-of-sample length

617

—

Return, backtest period (annualized) (backtest)

92.56%

—

Return, backtest period (cumulative) (backtest)

1344%

—

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

46.07%

138.64%

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

153.24%

3.87%

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

0.01%

—

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

-3.08%

8.12%

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

0.06%

—

Return, trailing 1 year (backtest)

-12.18%

—

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

-12.17%

0.00%

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

-2.41%

—

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

5.37%

0.00%

SPY annualized return over the backtest window (backtest)

19.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.32

—

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

1.15

51.98

Maximum drawdown, backtest period (backtest)

-39.89%

—

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

-39.89%

-2.67%

Sharpe ratio, backtest period (backtest)

1.69

—

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

1.02

4.29

Sortino ratio, backtest period (backtest)

2.78

—

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

1.60

—

Standard deviation, backtest period (backtest)

44.68%

—

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

49.09%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.79

—

Construction

Logic complexity (node count)

180

—

Rebalance corridor width

—

10.00%

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