Side-by-side comparison

Compare investment strategies

Light Bond-Confirmed Dips and Volatility Fades 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)

daily rebalancing, high risk, leveraged etfs, macro regime, tech/semis heavy, trend + mean-reversion, 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)

0.30

—

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

1.31

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

107.01

—

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

107.33

—

Daily win rate, backtest period (backtest)

55.49%

—

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

52.06%

—

Backtest

Backtest final value (from $10,000)

$51957.4B

—

Backtest regulatory fees

$14.2B

—

Backtest slippage cost

$13.0B

—

Returns

Backtest length

3,763

—

Out-of-sample length

972

—

Return, backtest period (annualized) (backtest)

347.16%

—

Return, backtest period (cumulative) (backtest)

519573907k%

—

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

25.26%

67.14%

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

138.61%

4.80%

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

-1.68%

—

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

-1.60%

4.80%

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

11.79%

—

Return, trailing 1 year (backtest)

-40.09%

—

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

-41.59%

0.00%

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

5.90%

—

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

72.61%

0.00%

SPY annualized return over the backtest window (backtest)

15.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.56

—

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

0.33

53.07

Maximum drawdown, backtest period (backtest)

-76.12%

—

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

-76.69%

-1.27%

Sharpe ratio, backtest period (backtest)

2.33

—

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

0.66

4.69

Sortino ratio, backtest period (backtest)

4.35

—

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

1.09

—

Standard deviation, backtest period (backtest)

76.23%

—

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

84.74%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

435

—

Rebalance corridor width

—

1.00%

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