Side-by-side comparison

Compare investment strategies

Loops 2 Nasdaq 3x Trend and Dip Rotation 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)

crash protection, leveraged etfs, long/short, mean reversion, multi-model ensemble, tactical rotation, tech-heavy, trend-following, volatility-based

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)

0.31

—

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

1.48

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

114.07

—

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

112.57

—

Daily win rate, backtest period (backtest)

57.16%

—

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

54.76%

—

Backtest

Backtest final value (from $10,000)

$506k

—

Backtest regulatory fees

$2,462

—

Backtest slippage cost

$18k

—

Returns

Backtest length

964

—

Out-of-sample length

756

—

Return, backtest period (annualized) (backtest)

178.62%

—

Return, backtest period (cumulative) (backtest)

4960%

—

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

63.71%

67.14%

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

339.60%

4.80%

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

4.64%

—

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

12.37%

4.80%

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

4.86%

—

Return, trailing 1 year (backtest)

113.04%

—

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

113.04%

0.00%

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

7.06%

—

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

35.42%

0.00%

SPY annualized return over the backtest window (backtest)

20.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.15

—

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

1.48

53.07

Maximum drawdown, backtest period (backtest)

-43.04%

—

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

-43.04%

-1.27%

Sharpe ratio, backtest period (backtest)

2.19

—

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

1.15

4.69

Sortino ratio, backtest period (backtest)

3.59

—

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

1.81

—

Standard deviation, backtest period (backtest)

53.26%

—

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

56.16%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

4,308

—

Rebalance corridor width

10.00%

1.00%

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