Side-by-side comparison

Compare investment strategies

Leveraged Tech Trend with KMLM Diversifier (Wash Sale) vs Tax-Aware Cautious Fund Surfing 3x Stocks and Treasuries

Every published figureShow 42 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

dip-buying, leveraged etfs, relative strength, tactical asset allocation, tax-aware, treasuries hedge, trend-following, volatility targeting

Asset classes / instruments

equities

Market-relative

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

—

-0.04

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

—

1.27

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

—

0.89

Trading activity

Annualized turnover, backtest period (backtest)

—

20.57

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

—

14.27

Daily win rate, backtest period (backtest)

—

55.81%

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

—

56.92%

Backtest

Backtest final value (from $10,000)

—

$53k

Backtest regulatory fees

—

$109

Backtest slippage cost

—

$671

Returns

Backtest length

—

1,600

Out-of-sample length

—

715

Return, backtest period (annualized) (backtest)

—

30.04%

Return, backtest period (cumulative) (backtest)

—

430.54%

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

1.06%

23.04%

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

0.11%

80.23%

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

—

0.29%

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

-0.13%

-0.88%

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

—

0.86%

Return, trailing 1 year (backtest)

—

18.97%

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

55.89%

18.98%

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

—

0.03%

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

15.05%

0.89%

SPY annualized return over the backtest window (backtest)

—

17.66%

Risk metrics

Calmar ratio, backtest period (backtest)

—

1.13

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

0.24

0.87

Maximum drawdown, backtest period (backtest)

—

-26.53%

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

-4.46%

-26.53%

Sharpe ratio, backtest period (backtest)

—

1.55

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

0.15

1.06

Sortino ratio, backtest period (backtest)

—

2.39

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

—

1.59

Standard deviation, backtest period (backtest)

—

18.04%

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

18.78%

21.77%

Quality

Community review status

—

ACTIVE

Holdings

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

—

0.46

Construction

Logic complexity (node count)

—

3,388

Rebalance frequency

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