Side-by-side comparison

Compare investment strategies

Regime Switching with Dip Pick, Treasuries and Dollar 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)

defensives, leveraged/inverse etfs, mean reversion, regime switching, tactical allocation, treasuries, trend following, u.s. dollar, us equities

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)

0.06

—

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

1.09

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

39.07

—

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

35.86

—

Daily win rate, backtest period (backtest)

52.40%

—

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

54.00%

—

Backtest

Backtest final value (from $10,000)

$2.9M

—

Backtest regulatory fees

$8,955

—

Backtest slippage cost

$68k

—

Returns

Backtest length

4,941

—

Out-of-sample length

1,013

—

Return, backtest period (annualized) (backtest)

33.63%

—

Return, backtest period (cumulative) (backtest)

29k%

—

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

29.03%

3.62%

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

178.83%

2.81%

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

0.05%

—

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

-1.22%

0.34%

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

0.19%

—

Return, trailing 1 year (backtest)

16.56%

—

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

16.56%

6.30%

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

0.29%

—

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

-4.59%

0.95%

SPY annualized return over the backtest window (backtest)

10.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.16

—

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

1.00

331.36

Maximum drawdown, backtest period (backtest)

-29.08%

—

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

-29.08%

-0.01%

Sharpe ratio, backtest period (backtest)

1.26

—

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

1.03

18.06

Sortino ratio, backtest period (backtest)

1.97

—

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

1.61

—

Standard deviation, backtest period (backtest)

25.56%

—

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

28.63%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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