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Compare investment strategies

Leveraged Tech Trend with KMLM Diversifier (Wash Sale) vs RSI Scale-In Tech Dip Buying with Tax-Aware Lower Leverage

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, managed futures, risk-on/risk-off, tactical allocation, tax-loss harvesting, trend-following, volatility targeting

cash-parking treasuries, leveraged-signal/low-leverage execution, no k-1, no uvxy, rsi dip-buying, s&p 500, semiconductors, tax-aware, tech-heavy

Asset classes / instruments

equities

Market-relative

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

—

0.07

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

—

0.62

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

—

0.54

Trading activity

Annualized turnover, backtest period (backtest)

—

11.22

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

—

10.18

Daily win rate, backtest period (backtest)

—

56.85%

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

—

65.46%

Backtest

Backtest final value (from $10,000)

—

$27k

Backtest regulatory fees

—

$32

Backtest slippage cost

—

$229

Returns

Backtest length

—

1,606

Out-of-sample length

—

692

Return, backtest period (annualized) (backtest)

—

16.75%

Return, backtest period (cumulative) (backtest)

—

168.46%

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

1.06%

19.45%

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

0.11%

62.36%

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

—

-1.01%

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

-0.13%

0.38%

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

—

0.59%

Return, trailing 1 year (backtest)

—

20.08%

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

55.89%

19.49%

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

—

0.67%

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

15.05%

5.27%

SPY annualized return over the backtest window (backtest)

—

17.30%

Risk metrics

Calmar ratio, backtest period (backtest)

—

1.34

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

0.24

1.55

Maximum drawdown, backtest period (backtest)

—

-12.54%

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

-4.46%

-12.54%

Sharpe ratio, backtest period (backtest)

—

1.21

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

0.15

1.08

Sortino ratio, backtest period (backtest)

—

2.54

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

—

2.41

Standard deviation, backtest period (backtest)

—

13.51%

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

18.78%

17.80%

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.96

Construction

Logic complexity (node count)

—

146

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