Side-by-side comparison

Compare investment strategies

Russell 2000 3x Long-Short with Inflation Filter vs Macro-Filtered Short-Term Momentum with Mean Reversion

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: Bonds / Treasuries

—

Hedge / defensive overlay: Gold / precious metals

—

Leverage use

—

Rebalance schedule

—

Trading signal: Relative strength vs another asset

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Universe / index

—

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

defensive (treasuries/gold), inflation regime, leveraged etfs, rsi/momentum, tactical small-cap rotation, trend filter

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.85

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

34.06

—

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

46.49

—

Daily win rate, backtest period (backtest)

53.07%

—

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

52.41%

—

Backtest

Backtest final value (from $10,000)

$127k

—

Backtest regulatory fees

$455

—

Backtest slippage cost

$3,615

—

Returns

Backtest length

3,507

—

Out-of-sample length

580

—

Return, backtest period (annualized) (backtest)

20.06%

—

Return, backtest period (cumulative) (backtest)

1174%

—

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

31.71%

76.55%

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

88.72%

3.91%

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

0.49%

—

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

-3.77%

0.00%

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

-0.92%

—

Return, trailing 1 year (backtest)

66.03%

—

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

66.03%

0.00%

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

-1.07%

—

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

-6.48%

0.00%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.23

—

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

0.57

180.23

Maximum drawdown, backtest period (backtest)

-88.05%

—

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

-55.58%

-0.42%

Sharpe ratio, backtest period (backtest)

0.68

—

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

0.86

9.00

Sortino ratio, backtest period (backtest)

0.94

—

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

1.31

—

Standard deviation, backtest period (backtest)

38.12%

—

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

42.97%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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