Side-by-side comparison

Compare investment strategies

Refined HFEA with Macro Regime Rotation and Panic Override 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)

crash protection, leveraged etfs, macro regime rotation, tactical allocation, trend + mean reversion, volatility filter

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)

-0.14

—

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

2.12

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

40.00

—

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

43.19

—

Daily win rate, backtest period (backtest)

55.40%

—

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

52.65%

—

Backtest

Backtest final value (from $10,000)

$13.5M

—

Backtest regulatory fees

$48k

—

Backtest slippage cost

$427k

—

Returns

Backtest length

3,220

—

Out-of-sample length

887

—

Return, backtest period (annualized) (backtest)

75.78%

—

Return, backtest period (cumulative) (backtest)

135k%

—

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

19.11%

3.62%

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

85.21%

2.81%

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

-0.48%

—

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

-4.05%

0.34%

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

-0.05%

—

Return, trailing 1 year (backtest)

-7.14%

—

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

-7.15%

6.30%

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

-0.56%

—

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

-10.87%

0.95%

SPY annualized return over the backtest window (backtest)

13.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.16

—

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

0.29

331.36

Maximum drawdown, backtest period (backtest)

-65.06%

—

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

-65.06%

-0.01%

Sharpe ratio, backtest period (backtest)

1.32

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

2.04

—

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

0.88

—

Standard deviation, backtest period (backtest)

53.62%

—

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

53.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

8.00%

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