Side-by-side comparison

Compare investment strategies

Quarterly Momentum with 3x Funds or IEF Defense 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)

etfs, leveraged etfs, momentum, quarterly rebalance, risk-on/off, tactical allocation, us stocks, us treasuries

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)

0.05

—

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

0.78

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

2.88

—

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

2.82

—

Daily win rate, backtest period (backtest)

54.44%

—

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

53.06%

—

Backtest

Backtest final value (from $10,000)

$463k

—

Backtest regulatory fees

$153

—

Backtest slippage cost

$1,096

—

Returns

Backtest length

4,100

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

26.57%

—

Return, backtest period (cumulative) (backtest)

4525%

—

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

20.52%

3.62%

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

66.35%

2.81%

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

-0.06%

—

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

-2.38%

0.34%

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

0.39%

—

Return, trailing 1 year (backtest)

-4.56%

—

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

-4.56%

6.30%

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

-0.32%

—

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

-3.60%

0.95%

SPY annualized return over the backtest window (backtest)

14.81%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

1.06

331.36

Maximum drawdown, backtest period (backtest)

-40.85%

—

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

-19.28%

-0.01%

Sharpe ratio, backtest period (backtest)

0.99

—

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

0.93

18.06

Sortino ratio, backtest period (backtest)

1.40

—

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

1.32

—

Standard deviation, backtest period (backtest)

27.84%

—

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

23.00%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

quarterly

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