Side-by-side comparison

Compare investment strategies

Minmaxing: Leveraged Stocks, Treasuries, Volatility Hedges 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)

bond rotation, daily rebalancing, leveraged etfs, momentum, risk-managed, tactical asset allocation, volatility hedging

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)

0.81

—

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

2.32

—

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

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

148.03

—

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

145.89

—

Daily win rate, backtest period (backtest)

55.31%

—

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

55.70%

—

Backtest

Backtest final value (from $10,000)

$858k

—

Backtest regulatory fees

$2,980

—

Backtest slippage cost

$25k

—

Returns

Backtest length

810

—

Out-of-sample length

228

—

Return, backtest period (annualized) (backtest)

298.76%

—

Return, backtest period (cumulative) (backtest)

8475%

—

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

122.29%

67.14%

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

106.66%

4.80%

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

0.32%

—

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

13.32%

4.80%

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

-3.61%

—

Return, trailing 1 year (backtest)

56.27%

—

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

12.13%

0.00%

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

-5.10%

—

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

63.54%

0.00%

SPY annualized return over the backtest window (backtest)

19.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.70

—

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

2.31

53.07

Maximum drawdown, backtest period (backtest)

-63.63%

—

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

-52.86%

-1.27%

Sharpe ratio, backtest period (backtest)

2.09

—

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

1.36

4.69

Sortino ratio, backtest period (backtest)

3.55

—

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

2.06

—

Standard deviation, backtest period (backtest)

82.11%

—

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

87.46%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

3,862

—

Rebalance corridor width

—

1.00%

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