Side-by-side comparison

Compare investment strategies

Oil and Energy Trend with Treasury/Gold/Dollar Fallback 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)

defensive hedging, energy, leveraged etfs, momentum, oil, rotation, tactical allocation, trend-following

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)

0.27

—

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

-0.02

—

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

-0.01

—

Trading activity

Annualized turnover, backtest period (backtest)

28.33

—

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

32.59

—

Daily win rate, backtest period (backtest)

55.31%

—

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

57.06%

—

Backtest

Backtest final value (from $10,000)

$42k

—

Backtest regulatory fees

$167

—

Backtest slippage cost

$925

—

Returns

Backtest length

2,128

—

Out-of-sample length

531

—

Return, backtest period (annualized) (backtest)

18.47%

—

Return, backtest period (cumulative) (backtest)

318.68%

—

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

22.73%

3.62%

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

53.35%

2.81%

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

2.69%

—

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

5.38%

0.34%

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

4.77%

—

Return, trailing 1 year (backtest)

94.56%

—

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

83.53%

6.30%

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

10.23%

—

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

23.38%

0.95%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.50

—

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

1.03

331.36

Maximum drawdown, backtest period (backtest)

-36.96%

—

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

-22.15%

-0.01%

Sharpe ratio, backtest period (backtest)

0.82

—

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

0.97

18.06

Sortino ratio, backtest period (backtest)

1.14

—

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

1.56

—

Standard deviation, backtest period (backtest)

24.33%

—

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

24.17%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

140

—

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