Side-by-side comparison

Compare investment strategies

Pals Minor Spell Leveraged Tech/Crypto Rotation vs Domestic Leveraged Sector Trend Rotation

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)

leveraged etfs, risk-on/risk-off, sector rotation, tactical rotation, trend & momentum, volatility hedging

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

1.96

—

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

0.77

—

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

0.08

—

Trading activity

Annualized turnover, backtest period (backtest)

76.57

—

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

74.02

—

Daily win rate, backtest period (backtest)

54.93%

—

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

53.33%

—

Backtest

Backtest final value (from $10,000)

$5.5M

—

Backtest regulatory fees

$8,262

—

Backtest slippage cost

$73k

—

Returns

Backtest length

608

—

Out-of-sample length

345

—

Return, backtest period (annualized) (backtest)

1262%

—

Return, backtest period (cumulative) (backtest)

55k%

—

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

305.22%

67.14%

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

582.91%

4.80%

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

-8.92%

—

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

-43.90%

4.80%

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

-5.78%

—

Return, trailing 1 year (backtest)

267.87%

—

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

267.83%

0.00%

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

-27.07%

—

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

-6.20%

0.00%

SPY annualized return over the backtest window (backtest)

19.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

22.09

—

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

5.34

53.07

Maximum drawdown, backtest period (backtest)

-57.10%

—

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

-57.10%

-1.27%

Sharpe ratio, backtest period (backtest)

2.78

—

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

1.78

4.69

Sortino ratio, backtest period (backtest)

4.89

—

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

2.76

—

Standard deviation, backtest period (backtest)

119.65%

—

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

119.12%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

404

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

1,470

—

Watchers

416

—

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