Side-by-side comparison

Compare investment strategies

Oil vs Clean Energy Trend Barbell, Cash Core 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)

cash overlay, energy & clean energy, leveraged etns, momentum, sector rotation, tactical allocation, treasuries, trend-following

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)

0.15

—

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

0.26

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

10.73

—

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

10.73

—

Daily win rate, backtest period (backtest)

57.88%

—

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

57.88%

—

Backtest

Backtest final value (from $10,000)

$14k

—

Backtest regulatory fees

—

Backtest slippage cost

$39

—

Returns

Backtest length

387

—

Out-of-sample length

387

—

Return, backtest period (annualized) (backtest)

24.13%

—

Return, backtest period (cumulative) (backtest)

39.49%

—

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

24.46%

138.64%

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

39.33%

3.87%

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

-0.19%

—

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

4.77%

8.12%

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

-0.01%

—

Return, trailing 1 year (backtest)

25.75%

—

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

25.82%

0.00%

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

1.19%

—

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

8.51%

0.00%

SPY annualized return over the backtest window (backtest)

27.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.07

—

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

3.11

51.98

Maximum drawdown, backtest period (backtest)

-7.86%

—

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

-7.87%

-2.67%

Sharpe ratio, backtest period (backtest)

2.26

—

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

2.27

4.29

Sortino ratio, backtest period (backtest)

3.53

—

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

3.53

—

Standard deviation, backtest period (backtest)

9.82%

—

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

9.89%

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)

137

—

Rebalance corridor width

1.62%

10.00%

Rebalance frequency

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