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Compare investment strategies

Medium-Timeframe 3x Growth and Defense Switches vs Rising Rates Volatility Switch Risk-Parity Mix

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)

bonds, leveraged etfs, momentum, risk-on/risk-off, semiconductors, tactical asset allocation, technology, us equities, volatility hedging

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)

0.17

—

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

1.44

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

48.27

—

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

43.91

—

Daily win rate, backtest period (backtest)

56.79%

—

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

52.06%

—

Backtest

Backtest final value (from $10,000)

$84.1M

—

Backtest regulatory fees

$169k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

2,798

—

Out-of-sample length

680

—

Return, backtest period (annualized) (backtest)

125.61%

—

Return, backtest period (cumulative) (backtest)

841k%

—

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

48.17%

3.62%

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

189.38%

2.81%

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

-1.21%

—

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

-0.98%

0.34%

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

-1.71%

—

Return, trailing 1 year (backtest)

51.21%

—

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

51.17%

6.30%

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

-0.85%

—

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

-1.88%

0.95%

SPY annualized return over the backtest window (backtest)

15.47%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.09

—

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

2.03

331.36

Maximum drawdown, backtest period (backtest)

-24.69%

—

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

-23.73%

-0.01%

Sharpe ratio, backtest period (backtest)

2.42

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

4.90

—

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

2.37

—

Standard deviation, backtest period (backtest)

36.26%

—

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

36.22%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

500

—

Rebalance corridor width

—

5.00%

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