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Compare investment strategies

MSFU 1.5x Microsoft with T-Bill and Anti-Beta Switch vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

anti-beta), daily rebalance, defensive switch (t-bills, leveraged single-stock (msft), momentum/rsi filter, tactical timing

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.01

—

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

1.66

—

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

0.52

—

Trading activity

Annualized turnover, backtest period (backtest)

27.51

—

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

28.48

—

Daily win rate, backtest period (backtest)

52.05%

—

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

51.22%

—

Backtest

Backtest final value (from $10,000)

$40k

—

Backtest regulatory fees

$80

—

Backtest slippage cost

$542

—

Returns

Backtest length

1,026

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

40.59%

—

Return, backtest period (cumulative) (backtest)

300.90%

—

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

24.95%

261.52%

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

85.64%

6.85%

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

4.69%

—

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

16.97%

1.95%

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

6.55%

—

Return, trailing 1 year (backtest)

4.03%

—

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

4.03%

0.00%

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

7.03%

—

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

83.76%

6.14%

SPY annualized return over the backtest window (backtest)

19.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.71

—

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

0.43

376.45

Maximum drawdown, backtest period (backtest)

-57.55%

—

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

-57.55%

-0.69%

Sharpe ratio, backtest period (backtest)

0.96

—

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

0.69

7.79

Sortino ratio, backtest period (backtest)

1.49

—

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

1.08

—

Standard deviation, backtest period (backtest)

46.95%

—

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

49.70%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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