Side-by-side comparison

Compare investment strategies

QLD Trend with 55% Treasury Barbell 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, mean reversion, nasdaq-100, risk-on/risk-off, tactical allocation, treasuries, trend following

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)

0.09

—

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

0.79

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

19.40

—

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

14.93

—

Daily win rate, backtest period (backtest)

56.45%

—

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

55.27%

—

Backtest

Backtest final value (from $10,000)

$2.2M

—

Backtest regulatory fees

$3,536

—

Backtest slippage cost

$25k

—

Returns

Backtest length

4,953

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

31.49%

—

Return, backtest period (cumulative) (backtest)

22k%

—

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

26.81%

67.14%

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

130.10%

4.80%

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

0.39%

—

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

4.30%

4.80%

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

0.36%

—

Return, trailing 1 year (backtest)

25.00%

—

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

25.00%

0.00%

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

0.93%

—

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

4.94%

0.00%

SPY annualized return over the backtest window (backtest)

10.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.89

—

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

2.11

53.07

Maximum drawdown, backtest period (backtest)

-16.66%

—

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

-12.73%

-1.27%

Sharpe ratio, backtest period (backtest)

1.61

—

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

1.47

4.69

Sortino ratio, backtest period (backtest)

2.55

—

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

2.36

—

Standard deviation, backtest period (backtest)

18.05%

—

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

17.16%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

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