Side-by-side comparison

Compare investment strategies

NVDA, UVXY/UVIX and Gold Miners RSI Rotator 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)

gold miners, leveraged etfs, mean reversion, risk-on/off, sector rotation, tech/nvda momentum, trend following, vix/volatility

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)

0.39

—

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

1.27

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

56.73

—

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

56.66

—

Daily win rate, backtest period (backtest)

56.77%

—

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

50.15%

—

Backtest

Backtest final value (from $10,000)

$490k

—

Backtest regulatory fees

$885

—

Backtest slippage cost

$7,194

—

Returns

Backtest length

775

—

Out-of-sample length

341

—

Return, backtest period (annualized) (backtest)

253.84%

—

Return, backtest period (cumulative) (backtest)

4798%

—

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

75.41%

261.52%

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

114.40%

6.85%

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

-2.82%

—

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

-15.29%

1.95%

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

-1.82%

—

Return, trailing 1 year (backtest)

85.24%

—

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

85.23%

0.00%

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

-7.66%

—

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

7.98%

6.14%

SPY annualized return over the backtest window (backtest)

21.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.10

—

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

3.00

376.45

Maximum drawdown, backtest period (backtest)

-25.13%

—

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

-25.13%

-0.69%

Sharpe ratio, backtest period (backtest)

3.17

—

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

1.45

7.79

Sortino ratio, backtest period (backtest)

5.82

—

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

2.36

—

Standard deviation, backtest period (backtest)

42.86%

—

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

46.28%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

223

—

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