Side-by-side comparison

Compare investment strategies

Pop Bots Fund Surfing with UVXY and Treasury Pivot 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 tactical, leveraged etfs, mean reversion, multi-asset, rules-based, swing trading, volatility hedge

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)

-0.10

—

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

3.62

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

58.97

—

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

48.30

—

Daily win rate, backtest period (backtest)

53.77%

—

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

55.22%

—

Backtest

Backtest final value (from $10,000)

$1.3B

—

Backtest regulatory fees

$4.2M

—

Backtest slippage cost

$40.8M

—

Returns

Backtest length

3,755

—

Out-of-sample length

987

—

Return, backtest period (annualized) (backtest)

120.35%

—

Return, backtest period (cumulative) (backtest)

13002k%

—

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

43.61%

261.52%

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

313.26%

6.85%

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

-1.94%

—

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

-9.83%

1.95%

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

-1.78%

—

Return, trailing 1 year (backtest)

-7.57%

—

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

-7.58%

0.00%

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

-1.68%

—

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

-19.18%

6.14%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.55

—

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

0.56

376.45

Maximum drawdown, backtest period (backtest)

-77.70%

—

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

-77.70%

-0.69%

Sharpe ratio, backtest period (backtest)

1.57

—

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

0.86

7.79

Sortino ratio, backtest period (backtest)

2.44

—

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

1.25

—

Standard deviation, backtest period (backtest)

62.82%

—

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

74.59%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

312

—

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