Side-by-side comparison

Compare investment strategies

Market Assassin 3x Tech Trend with Inverse Cash Switch vs Rising Rates Volatility Switch Risk-Parity Mix

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: Cash / T-bills

—

Hedge / defensive overlay: Inverse / short exposure

—

Leverage use

—

Trading signal: Relative strength vs another asset

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

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)

leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech/semis tilt, trend following

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.19

—

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

1.50

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

90.93

—

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

91.98

—

Daily win rate, backtest period (backtest)

55.94%

—

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

53.44%

—

Backtest

Backtest final value (from $10,000)

$65.1M

—

Backtest regulatory fees

$294k

—

Backtest slippage cost

$2.8M

—

Returns

Backtest length

1,734

—

Out-of-sample length

799

—

Return, backtest period (annualized) (backtest)

257.98%

—

Return, backtest period (cumulative) (backtest)

650k%

—

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

40.67%

3.62%

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

195.44%

2.81%

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

0.82%

—

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

14.23%

0.34%

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

0.88%

—

Return, trailing 1 year (backtest)

21.49%

—

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

21.43%

6.30%

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

2.17%

—

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

27.49%

0.95%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.89

—

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

1.09

331.36

Maximum drawdown, backtest period (backtest)

-37.42%

—

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

-37.43%

-0.01%

Sharpe ratio, backtest period (backtest)

2.47

—

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

0.88

18.06

Sortino ratio, backtest period (backtest)

4.79

—

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

1.48

—

Standard deviation, backtest period (backtest)

58.26%

—

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

55.37%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

302

—

Rebalance corridor width

5.00%

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