Side-by-side comparison

Compare investment strategies

Overfit 3x Tech/Semis Dip and Rip Trader 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)

daily rebalance, leveraged etfs, mean reversion, tactical trading, tech/semis focus, volatility timing

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)

0.67

—

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

-0.11

—

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

-0.02

—

Trading activity

Annualized turnover, backtest period (backtest)

135.13

—

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

121.55

—

Daily win rate, backtest period (backtest)

57.58%

—

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

48.88%

—

Backtest

Backtest final value (from $10,000)

$5375.9B

—

Backtest regulatory fees

$8.7B

—

Backtest slippage cost

$12.0B

—

Returns

Backtest length

1,662

—

Out-of-sample length

538

—

Return, backtest period (annualized) (backtest)

2004%

—

Return, backtest period (cumulative) (backtest)

53758563k%

—

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

30.89%

261.52%

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

77.86%

6.85%

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

-2.54%

—

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

-14.78%

1.95%

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

3.35%

—

Return, trailing 1 year (backtest)

-37.47%

—

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

-39.17%

0.00%

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

-0.62%

—

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

79.29%

6.14%

SPY annualized return over the backtest window (backtest)

17.45%

—

Risk metrics

Calmar ratio, backtest period (backtest)

25.25

—

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

0.39

376.45

Maximum drawdown, backtest period (backtest)

-79.34%

—

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

-79.99%

-0.69%

Sharpe ratio, backtest period (backtest)

3.64

—

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

0.73

7.79

Sortino ratio, backtest period (backtest)

7.87

—

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

1.22

—

Standard deviation, backtest period (backtest)

95.83%

—

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

88.65%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.90

—

Construction

Logic complexity (node count)

3,656

—

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