Side-by-side comparison

Compare investment strategies

Manhattan Project 3x Tech/Semis Swing, Sideways Filter vs Macro-Filtered Short-Term Momentum with Mean Reversion

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

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Rebalance schedule

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Trading signal: Interest rates / yield curve

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Trend (moving averages)

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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 rebalanced, leveraged etfs, macro regime, tactical, tech/semis heavy, trend + mean reversion, volatility hedging

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)

0.42

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

2.75

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

0.43

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Trading activity

Annualized turnover, backtest period (backtest)

117.02

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

109.60

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Daily win rate, backtest period (backtest)

56.68%

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

53.07%

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Backtest

Backtest final value (from $10,000)

$78.3B

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Backtest regulatory fees

$242.0M

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Backtest slippage cost

$2.3B

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Returns

Backtest length

1,722

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Out-of-sample length

929

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Return, backtest period (annualized) (backtest)

919.23%

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Return, backtest period (cumulative) (backtest)

783202k%

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

70.52%

76.55%

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

616.70%

3.91%

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

-1.68%

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

9.33%

0.00%

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

-14.43%

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Return, trailing 1 year (backtest)

94.93%

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

94.85%

0.00%

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

-7.50%

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

55.37%

0.00%

SPY annualized return over the backtest window (backtest)

16.01%

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Risk metrics

Calmar ratio, backtest period (backtest)

12.78

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

0.98

180.23

Maximum drawdown, backtest period (backtest)

-71.91%

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

-71.92%

-0.42%

Sharpe ratio, backtest period (backtest)

2.80

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

1.02

9.00

Sortino ratio, backtest period (backtest)

5.29

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

1.64

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Standard deviation, backtest period (backtest)

100.35%

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

96.06%

6.75%

Quality

Community review status

ACTIVE

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Holdings

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

0.91

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Construction

Logic complexity (node count)

1,309

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Rebalance frequency

daily

Popularity

Remixes (copies)

—

Watchers

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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