Side-by-side comparison

Compare investment strategies

Quarterly SPDR Sector Dip Buyer (Bottom 3) vs ZL10 Bollinger Band Futures Strategy

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (OOS, Hypo). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

21.8%

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20.1%

32.6%Best

14.5%

—

1.34

3.08Best

-17.6%Best

-21.7%

Each source uses its own scale

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4(Heart Attack Index (Collective2))

Inception

2023-08-13

2026-07-23

Holdings

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60%Best

56%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

ZL10 Bollinger Band Futures StrategyHypoup 24.9%
S&P 500 ETFup 3.3%

No published history to chart: Quarterly SPDR Sector Dip Buyer (Bottom 3).

Every published figureShow 61 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

mean reversion, quarterly rebalance, sector rotation, spdr sector etfs, us large-cap sectors

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Asset classes / instruments

equities

futures

Leaderboard views (Collective2)

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tos

Market-relative

Alpha vs S&P 500, strategy life (hypothetical model account)

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0.32

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

0.03

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Beta vs S&P 500, strategy life (hypothetical model account)

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0.21

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

0.80

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

0.82

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Correlation to S&P 500, strategy life (hypothetical model account)

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0.06

Returns

Annual return compounded, strategy life (hypothetical model account)

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32.60%

Backtest length

6,977

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Out-of-sample length

940

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Return, backtest period (annualized) (backtest)

12.87%

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Return, backtest period (cumulative) (backtest)

2761%

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

20.14%

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

98.42%

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

0.69%

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

-1.51%

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

2.48%

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Return, trailing 1 year (backtest)

21.76%

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

21.76%

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

2.69%

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

3.28%

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SPY annualized return over the backtest window (backtest)

8.75%

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Trading activity

Annualized turnover, backtest period (backtest)

3.23

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

3.42

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Average leverage

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12.84

Average position time

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127

Daily win rate, backtest period (backtest)

53.55%

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

54.57%

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Maximum daily leverage

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15.12

Number of trades

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Percent of trades profitable

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57.32%

Profit factor

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1.34

Win:loss ratio

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1.34

Backtest

Backtest final value (from $10,000)

$286k

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Backtest regulatory fees

$125

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Backtest slippage cost

$915

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Risk metrics

Calmar ratio, backtest period (backtest)

0.28

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

1.14

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Maximum drawdown, backtest period (backtest)

-45.95%

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

-17.63%

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Maximum drawdown, strategy life (hypothetical model account)

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-21.70%

Sharpe ratio, backtest period (backtest)

0.70

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

1.34

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Sharpe ratio, strategy life (hypothetical model account)

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3.08

Sortino ratio, backtest period (backtest)

1.02

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

2.04

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Sortino ratio, strategy life (hypothetical model account)

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4.45

Standard deviation, backtest period (backtest)

20.26%

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

14.49%

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Quality

Community review status

ACTIVE

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Holdings

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

0.33

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Risk score

Heart Attack Index (Collective2)

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Construction

Logic complexity (node count)

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Rebalance frequency

quarterly

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Popularity

Remixes (copies)

—

Watchers

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Identity

Strategy age

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Cost & access

Subscription price per month

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$200

Suggested minimum capital

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$35k

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