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Compare investment strategies

Leveraged Tech/Semis with Rate Trades and ARK Sleeve vs Rising Rates Volatility Switch Risk-Parity 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)

leveraged etfs, macro rates, mean reversion, momentum, regime switching, tactical asset allocation, trend following, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.01

—

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

1.55

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

99.12

—

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

95.30

—

Daily win rate, backtest period (backtest)

57.95%

—

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

52.93%

—

Backtest

Backtest final value (from $10,000)

$464k

—

Backtest regulatory fees

$2,274

—

Backtest slippage cost

$17k

—

Returns

Backtest length

1,013

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

159.58%

—

Return, backtest period (cumulative) (backtest)

4545%

—

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

27.05%

3.62%

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

94.46%

2.81%

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

0.25%

—

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

11.27%

0.34%

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

-1.34%

—

Return, trailing 1 year (backtest)

56.80%

—

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

56.80%

6.30%

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

2.46%

—

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

19.72%

0.95%

SPY annualized return over the backtest window (backtest)

22.34%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.01

—

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

0.51

331.36

Maximum drawdown, backtest period (backtest)

-53.03%

—

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

-53.03%

-0.01%

Sharpe ratio, backtest period (backtest)

2.50

—

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

0.78

18.06

Sortino ratio, backtest period (backtest)

4.61

—

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

1.26

—

Standard deviation, backtest period (backtest)

41.59%

—

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

41.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

3,498

—

Rebalance corridor width

10.00%

5.00%

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