Side-by-side comparison

Compare investment strategies

Macro Rotation with Pop Bots Dip Buying and Hedges vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

daily rebalance, leveraged etfs, mean-reversion and trend, multi-asset rotation, tech-heavy, volatility hedges

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.11

—

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

0.78

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

25.14

—

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

25.65

—

Daily win rate, backtest period (backtest)

57.91%

—

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

55.23%

—

Backtest

Backtest final value (from $10,000)

$287k

—

Backtest regulatory fees

$648

—

Backtest slippage cost

$4,509

—

Returns

Backtest length

2,352

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

43.27%

—

Return, backtest period (cumulative) (backtest)

2771%

—

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

27.85%

76.55%

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

159.22%

3.91%

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

0.48%

—

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

0.79%

0.00%

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

1.05%

—

Return, trailing 1 year (backtest)

46.81%

—

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

46.81%

0.00%

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

0.44%

—

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

11.62%

0.00%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.94

—

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

1.25

180.23

Maximum drawdown, backtest period (backtest)

-22.34%

—

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

-22.34%

-0.42%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.44

9.00

Sortino ratio, backtest period (backtest)

3.50

—

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

2.21

—

Standard deviation, backtest period (backtest)

17.75%

—

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

18.32%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

277

—

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