Side-by-side comparison

Compare investment strategies

Leveraged Tech/Semis Dip Buying with Bond Signals 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)

bond signals, daily rebalance, leveraged etfs, risk-on/off, tactical rotation, tech/semis focus, trend + mean reversion, volatility hedges

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)

0.06

—

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

1.33

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

127.12

—

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

121.72

—

Daily win rate, backtest period (backtest)

54.77%

—

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

51.98%

—

Backtest

Backtest final value (from $10,000)

$847k

—

Backtest regulatory fees

$6,970

—

Backtest slippage cost

$53k

—

Returns

Backtest length

1,110

—

Out-of-sample length

833

—

Return, backtest period (annualized) (backtest)

173.73%

—

Return, backtest period (cumulative) (backtest)

8373%

—

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

23.39%

67.14%

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

100.51%

4.80%

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

-0.13%

—

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

-2.05%

4.80%

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

3.38%

—

Return, trailing 1 year (backtest)

19.12%

—

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

19.12%

0.00%

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

0.18%

—

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

6.33%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.93

—

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

0.53

53.07

Maximum drawdown, backtest period (backtest)

-44.20%

—

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

-44.21%

-1.27%

Sharpe ratio, backtest period (backtest)

2.21

—

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

0.67

4.69

Sortino ratio, backtest period (backtest)

3.96

—

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

1.07

—

Standard deviation, backtest period (backtest)

51.47%

—

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

48.66%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

1,102

—

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