Side-by-side comparison

Compare investment strategies

Leveraged Tech/Semis Swing with Volatility and Gold Defense 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, momentum/rsi timing, sector rotation, 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)

0.59

—

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

3.03

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

73.52

—

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

81.56

—

Daily win rate, backtest period (backtest)

57.35%

—

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

54.73%

—

Backtest

Backtest final value (from $10,000)

$861k

—

Backtest regulatory fees

$1,174

—

Backtest slippage cost

$9,777

—

Returns

Backtest length

633

—

Out-of-sample length

148

—

Return, backtest period (annualized) (backtest)

487.67%

—

Return, backtest period (cumulative) (backtest)

8511%

—

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

199.04%

67.14%

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

91.11%

4.80%

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

0.28%

—

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

13.81%

4.80%

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

-5.79%

—

Return, trailing 1 year (backtest)

279.70%

—

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

0.00%

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

-1.00%

—

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

-0.65%

0.00%

SPY annualized return over the backtest window (backtest)

18.87%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.50

—

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

5.10

53.07

Maximum drawdown, backtest period (backtest)

-39.02%

—

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

-39.02%

-1.27%

Sharpe ratio, backtest period (backtest)

2.55

—

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

1.85

4.69

Sortino ratio, backtest period (backtest)

4.94

—

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

2.93

—

Standard deviation, backtest period (backtest)

81.99%

—

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

74.60%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

596

—

Rebalance corridor width

5.00%

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