Side-by-side comparison

Compare investment strategies

S&P 500 Dip Buying Playbooks with Safe Haven 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)

contrarian rsi, defensive mix (uup/gld/xlp), leveraged etfs, s&p 500, tactical allocation, treasuries, volatility filter

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)

0.12

—

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

0.86

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

47.85

—

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

49.62

—

Daily win rate, backtest period (backtest)

53.33%

—

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

54.57%

—

Backtest

Backtest final value (from $10,000)

$654k

—

Backtest regulatory fees

$2,868

—

Backtest slippage cost

$23k

—

Returns

Backtest length

4,279

—

Out-of-sample length

634

—

Return, backtest period (annualized) (backtest)

27.90%

—

Return, backtest period (cumulative) (backtest)

6436%

—

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

28.88%

3.62%

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

89.51%

2.81%

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

-0.02%

—

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

-0.25%

0.34%

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

0.16%

—

Return, trailing 1 year (backtest)

9.36%

—

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

9.36%

6.30%

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

0.26%

—

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

2.43%

0.95%

SPY annualized return over the backtest window (backtest)

14.59%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.32

—

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

1.62

331.36

Maximum drawdown, backtest period (backtest)

-21.18%

—

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

-17.82%

-0.01%

Sharpe ratio, backtest period (backtest)

1.45

—

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

1.34

18.06

Sortino ratio, backtest period (backtest)

2.20

—

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

2.00

—

Standard deviation, backtest period (backtest)

18.09%

—

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

20.55%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.71

—

Construction

Logic complexity (node count)

1,419

—

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