Side-by-side comparison

Compare investment strategies

NVDA or LLY with Cactus Market Weather Gauges 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)

momentum, risk-on/risk-off, single-stock, tactical rotation, us equities, volatility targeting

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)

0.10

—

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

1.45

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

34.19

—

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

36.27

—

Daily win rate, backtest period (backtest)

53.54%

—

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

52.68%

—

Backtest

Backtest final value (from $10,000)

$12.7M

—

Backtest regulatory fees

$26k

—

Backtest slippage cost

$225k

—

Returns

Backtest length

3,943

—

Out-of-sample length

653

—

Return, backtest period (annualized) (backtest)

57.84%

—

Return, backtest period (cumulative) (backtest)

126k%

—

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

33.18%

3.62%

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

110.35%

2.81%

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

-0.52%

—

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

2.93%

0.34%

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

-2.00%

—

Return, trailing 1 year (backtest)

13.43%

—

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

13.43%

6.30%

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

0.87%

—

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

19.38%

0.95%

SPY annualized return over the backtest window (backtest)

14.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.45

—

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

0.92

331.36

Maximum drawdown, backtest period (backtest)

-40.02%

—

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

-35.91%

-0.01%

Sharpe ratio, backtest period (backtest)

1.40

—

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

0.91

18.06

Sortino ratio, backtest period (backtest)

2.24

—

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

1.31

—

Standard deviation, backtest period (backtest)

37.56%

—

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

40.93%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.83

—

Construction

Logic complexity (node count)

—

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