Side-by-side comparison

Compare investment strategies

Overheat Hedges, Tech Dips, Long/Short Treasury Trend 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)

hedged, leveraged etfs, market timing, mean reversion, momentum, multi-asset, tactical allocation, volatility trading

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)

0.28

—

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

0.59

—

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

0.20

—

Trading activity

Annualized turnover, backtest period (backtest)

74.47

—

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

74.68

—

Daily win rate, backtest period (backtest)

46.59%

—

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

59.66%

—

Backtest

Backtest final value (from $10,000)

$620.6M

—

Backtest regulatory fees

$2.3M

—

Backtest slippage cost

$21.8M

—

Returns

Backtest length

3,655

—

Out-of-sample length

414

—

Return, backtest period (annualized) (backtest)

113.97%

—

Return, backtest period (cumulative) (backtest)

6206k%

—

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

19.42%

261.52%

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

33.39%

6.85%

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

12.37%

—

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

0.43%

1.95%

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

16.37%

—

Return, trailing 1 year (backtest)

20.21%

—

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

3.41%

0.00%

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

17.57%

—

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

19.68%

6.14%

SPY annualized return over the backtest window (backtest)

14.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.71

—

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

0.46

376.45

Maximum drawdown, backtest period (backtest)

-42.01%

—

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

-42.02%

-0.69%

Sharpe ratio, backtest period (backtest)

1.63

—

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

0.59

7.79

Sortino ratio, backtest period (backtest)

3.58

—

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

1.36

—

Standard deviation, backtest period (backtest)

55.26%

—

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

49.21%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

436

—

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