Side-by-side comparison

Compare investment strategies

NVDA and TSLA Leveraged Long/Inverse Switcher vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

concentrated tech (nvda/tsla), leveraged etfs, market timing, tactical trend & mean-reversion, volatility-aware

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)

0.23

—

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

1.15

—

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

0.30

—

Trading activity

Annualized turnover, backtest period (backtest)

33.92

—

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

35.29

—

Daily win rate, backtest period (backtest)

53.65%

—

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

52.17%

—

Backtest

Backtest final value (from $10,000)

$155k

—

Backtest regulatory fees

$570

—

Backtest slippage cost

$3,727

—

Returns

Backtest length

958

—

Out-of-sample length

782

—

Return, backtest period (annualized) (backtest)

105.54%

—

Return, backtest period (cumulative) (backtest)

1451%

—

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

33.41%

261.52%

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

144.87%

6.85%

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

1.90%

—

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

-3.80%

1.95%

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

1.87%

—

Return, trailing 1 year (backtest)

-53.12%

—

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

-53.12%

0.00%

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

-1.87%

—

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

13.40%

6.14%

SPY annualized return over the backtest window (backtest)

20.60%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.64

—

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

0.52

376.45

Maximum drawdown, backtest period (backtest)

-64.53%

—

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

-64.53%

-0.69%

Sharpe ratio, backtest period (backtest)

1.51

—

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

0.78

7.79

Sortino ratio, backtest period (backtest)

2.37

—

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

1.17

—

Standard deviation, backtest period (backtest)

59.48%

—

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

58.99%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

104

—

Rebalance corridor width

9.00%

—

Rebalance frequency

none

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