Side-by-side comparison

Compare investment strategies

S&P Heat Switch: Dividend Stocks, TECL or Short Treasuries vs Weekly Momentum Allocator: ETFs, Blue Chips and Growth

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)

dividend stocks, leveraged etf, regime switching, risk-on/risk-off, rsi signal, tactical allocation

ballast (cash/dividends/gold/tips/energy), blue chips, growth/ai tilt, multi-asset rotation, recent-winner selection, weekly rebalance

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

1.03

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

28.73

—

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

31.45

—

Daily win rate, backtest period (backtest)

52.81%

—

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

51.49%

—

Backtest

Backtest final value (from $10,000)

$248k

—

Backtest regulatory fees

$677

—

Backtest slippage cost

$5,517

—

Returns

Backtest length

3,535

—

Out-of-sample length

874

—

Return, backtest period (annualized) (backtest)

25.71%

—

Return, backtest period (cumulative) (backtest)

2379%

—

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

28.14%

103.09%

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

136.56%

4.90%

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

0.53%

—

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

-0.90%

-4.41%

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

2.88%

—

Return, trailing 1 year (backtest)

14.46%

—

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

14.46%

0.00%

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

-0.30%

—

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

-2.16%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.94

—

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

2.62

64.30

Maximum drawdown, backtest period (backtest)

-27.48%

—

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

-10.72%

-1.60%

Sharpe ratio, backtest period (backtest)

1.03

—

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

1.06

6.66

Sortino ratio, backtest period (backtest)

2.06

—

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

2.98

—

Standard deviation, backtest period (backtest)

25.00%

—

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

26.20%

11.42%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

21.00%

—

Rebalance frequency

none

weekly

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