Side-by-side comparison

Compare investment strategies

Nuclear Energy Uptrends with Tech Short and UVXY Hedge vs ERX, Refiners and Gold Miners Inverse-Volatility 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)

daily rebalance, leveraged etfs, nuclear energy, tactical, trend + mean reversion, volatility hedge

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

Asset classes / instruments

equities

Market-relative

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

0.46

—

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

1.99

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

48.40

—

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

38.50

—

Daily win rate, backtest period (backtest)

52.46%

—

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

47.79%

—

Backtest

Backtest final value (from $10,000)

$839k

—

Backtest regulatory fees

$2,379

—

Backtest slippage cost

$19k

—

Returns

Backtest length

1,140

—

Out-of-sample length

498

—

Return, backtest period (annualized) (backtest)

166.00%

—

Return, backtest period (cumulative) (backtest)

8290%

—

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

56.67%

138.64%

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

143.27%

3.87%

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

0.41%

—

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

-19.54%

8.12%

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

1.86%

—

Return, trailing 1 year (backtest)

-43.90%

—

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

-43.90%

0.00%

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

-1.96%

—

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

-14.47%

0.00%

SPY annualized return over the backtest window (backtest)

14.36%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.82

—

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

0.96

51.98

Maximum drawdown, backtest period (backtest)

-58.82%

—

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

-58.82%

-2.67%

Sharpe ratio, backtest period (backtest)

1.72

—

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

0.94

4.29

Sortino ratio, backtest period (backtest)

2.97

—

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

1.59

—

Standard deviation, backtest period (backtest)

71.42%

—

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

85.09%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

182

—

Rebalance corridor width

—

10.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

909

—

Watchers

298

—

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