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Compare investment strategies

Opus: Five-Sleeve Leveraged Momentum, Gold/VIX Sleeve vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

commodities, gold/vix hedge, leveraged etfs, momentum, multi-asset, sectors, tactical allocation, value tilt, volatility targeting

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

0.81

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

8.82

—

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

8.60

—

Daily win rate, backtest period (backtest)

54.19%

—

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

54.88%

—

Backtest

Backtest final value (from $10,000)

$39k

—

Backtest regulatory fees

$60

—

Backtest slippage cost

$303

—

Returns

Backtest length

2,172

—

Out-of-sample length

840

—

Return, backtest period (annualized) (backtest)

17.18%

—

Return, backtest period (cumulative) (backtest)

292.26%

—

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

24.85%

3.62%

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

109.71%

2.81%

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

0.55%

—

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

-0.97%

0.34%

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

1.58%

—

Return, trailing 1 year (backtest)

11.98%

—

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

11.99%

86.44%

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

1.10%

—

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

-0.29%

0.95%

SPY annualized return over the backtest window (backtest)

14.67%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.52

—

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

1.50

331.36

Maximum drawdown, backtest period (backtest)

-33.05%

—

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

-16.53%

-0.01%

Sharpe ratio, backtest period (backtest)

0.87

—

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

1.43

18.06

Sortino ratio, backtest period (backtest)

1.26

—

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

2.11

—

Standard deviation, backtest period (backtest)

20.66%

—

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

16.55%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

2.00%

9.00%

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