Side-by-side comparison

Compare investment strategies

Reversion Lever One-Position High-Beta Leader or Hedge vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Inverse / short exposure

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Number of holdings

—

Trading signal

—

Trading signal: Momentum

—

Trading signal: Trend (moving averages)

—

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)

crypto, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, trend filter, volatility

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)

1.20

—

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

3.64

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

60.40

—

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

54.70

—

Daily win rate, backtest period (backtest)

57.99%

—

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

58.14%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$707

—

Backtest slippage cost

$5,667

—

Returns

Backtest length

388

—

Out-of-sample length

129

—

Return, backtest period (annualized) (backtest)

2025%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

549.99%

67.14%

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

162.64%

4.80%

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

1.52%

—

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

19.29%

4.80%

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

-1.61%

—

Return, trailing 1 year (backtest)

567.52%

—

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

0.00%

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

0.86%

—

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

15.52%

0.00%

SPY annualized return over the backtest window (backtest)

22.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

41.14

—

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

14.75

53.07

Maximum drawdown, backtest period (backtest)

-49.21%

—

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

-37.28%

-1.27%

Sharpe ratio, backtest period (backtest)

3.17

—

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

2.29

4.69

Sortino ratio, backtest period (backtest)

5.54

—

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

3.79

—

Standard deviation, backtest period (backtest)

119.34%

—

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

107.25%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

260

—

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