Side-by-side comparison

Compare investment strategies

Power of Correlation Dragon Multi-Asset Rotation vs Rising Rates Volatility Switch Risk-Parity Mix

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, macro rotation, multi-asset, regime switching, risk parity, tactical asset allocation, trend following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.70

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

32.09

—

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

30.91

—

Daily win rate, backtest period (backtest)

59.93%

—

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

57.24%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$2,954

—

Backtest slippage cost

$23k

—

Returns

Backtest length

3,025

—

Out-of-sample length

615

—

Return, backtest period (annualized) (backtest)

48.68%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

22.26%

3.62%

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

62.67%

2.81%

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

-0.17%

—

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

1.12%

0.34%

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

1.74%

—

Return, trailing 1 year (backtest)

10.11%

—

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

14.21%

6.30%

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

3.01%

—

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

13.66%

0.95%

SPY annualized return over the backtest window (backtest)

14.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

1.33

331.36

Maximum drawdown, backtest period (backtest)

-16.69%

—

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

-16.69%

-0.01%

Sharpe ratio, backtest period (backtest)

2.64

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

5.10

—

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

1.90

—

Standard deviation, backtest period (backtest)

15.49%

—

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

19.08%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.22

—

Construction

Logic complexity (node count)

2,295

—

Rebalance corridor width

10.00%

5.00%

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