Side-by-side comparison

Compare investment strategies

Regime Switcher with TECL/SOXL, KMLM and Nasdaq Short 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)

bear shorting, leveraged etfs, long/short, managed futures, momentum/trend, multi-asset, regime switching, tactical allocation, volatility hedge

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)

0.47

—

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

1.99

—

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

0.44

—

Trading activity

Annualized turnover, backtest period (backtest)

79.67

—

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

79.91

—

Daily win rate, backtest period (backtest)

57.64%

—

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

56.75%

—

Backtest

Backtest final value (from $10,000)

$22.5M

—

Backtest regulatory fees

$48k

—

Backtest slippage cost

$437k

—

Returns

Backtest length

1,459

—

Out-of-sample length

326

—

Return, backtest period (annualized) (backtest)

279.06%

—

Return, backtest period (cumulative) (backtest)

225k%

—

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

108.02%

67.14%

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

158.68%

4.80%

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

-0.05%

—

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

2.20%

4.80%

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

-6.52%

—

Return, trailing 1 year (backtest)

131.06%

—

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

130.99%

0.00%

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

-0.82%

—

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

23.62%

0.00%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.22

—

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

2.79

53.07

Maximum drawdown, backtest period (backtest)

-38.65%

—

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

-38.65%

-1.27%

Sharpe ratio, backtest period (backtest)

2.56

—

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

1.62

4.69

Sortino ratio, backtest period (backtest)

4.37

—

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

2.35

—

Standard deviation, backtest period (backtest)

59.01%

—

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

54.76%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

413

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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