Side-by-side comparison

Compare investment strategies

S&P 500 Crash Prevention with Optional 2x Leverage vs 100% SGOV Treasury Bill Cash Holder

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)

bonds, crash protection, gold, leverage, momentum, s&p 500, tactical allocation, tech tilt, trend filters

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

0.96

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

59.38

—

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

56.51

—

Daily win rate, backtest period (backtest)

53.64%

—

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

54.38%

—

Backtest

Backtest final value (from $10,000)

$417k

—

Backtest regulatory fees

$2,195

—

Backtest slippage cost

$18k

—

Returns

Backtest length

4,180

—

Out-of-sample length

388

—

Return, backtest period (annualized) (backtest)

25.21%

—

Return, backtest period (cumulative) (backtest)

4066%

—

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

40.12%

3.61%

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

68.33%

0.76%

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

1.16%

—

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

3.57%

0.32%

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

2.18%

—

Return, trailing 1 year (backtest)

18.41%

—

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

18.41%

0.00%

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

0.95%

—

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

1.79%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.81

—

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

3.50

45148.96

Maximum drawdown, backtest period (backtest)

-31.05%

—

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

-11.47%

-0.00%

Sharpe ratio, backtest period (backtest)

1.30

—

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

1.70

20.28

Sortino ratio, backtest period (backtest)

1.92

—

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

2.87

—

Standard deviation, backtest period (backtest)

18.65%

—

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

21.15%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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