Side-by-side comparison

Compare investment strategies

Leveraged Tech Trend and Dip Rotation vs Oil, Gas, Semis and Treasuries Short-Term Pair 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, mean-reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, trend-following, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

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)

3.37

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

23.23

—

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

22.38

—

Daily win rate, backtest period (backtest)

56.77%

—

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

54.93%

—

Backtest

Backtest final value (from $10,000)

$12.5B

—

Backtest regulatory fees

$8.7M

—

Backtest slippage cost

$84.0M

—

Returns

Backtest length

3,775

—

Out-of-sample length

304

—

Return, backtest period (annualized) (backtest)

155.24%

—

Return, backtest period (cumulative) (backtest)

125255k%

—

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

57.35%

261.52%

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

73.09%

6.85%

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

1.31%

—

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

13.82%

1.95%

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

0.33%

—

Return, trailing 1 year (backtest)

36.86%

—

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

36.85%

0.00%

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

2.11%

—

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

13.05%

6.14%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.31

—

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

1.58

376.45

Maximum drawdown, backtest period (backtest)

-46.96%

—

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

-36.22%

-0.69%

Sharpe ratio, backtest period (backtest)

1.81

—

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

1.08

7.79

Sortino ratio, backtest period (backtest)

2.99

—

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

1.62

—

Standard deviation, backtest period (backtest)

62.47%

—

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

56.83%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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