Side-by-side comparison

Compare investment strategies

S&P Trend, 2x Dip Buys, Staples/Dollar Defense 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)

defensive rotation, dip buying, equities, inverse etfs, leveraged etfs, regime switching, tactical asset allocation, trend following

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)

-0.01

—

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

1.16

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

15.80

—

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

11.30

—

Daily win rate, backtest period (backtest)

54.95%

—

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

52.69%

—

Backtest

Backtest final value (from $10,000)

$597k

—

Backtest regulatory fees

$984

—

Backtest slippage cost

$6,597

—

Returns

Backtest length

4,903

—

Out-of-sample length

446

—

Return, backtest period (annualized) (backtest)

23.38%

—

Return, backtest period (cumulative) (backtest)

5869%

—

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

19.83%

3.62%

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

37.25%

2.81%

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

-1.38%

—

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

2.83%

0.34%

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

-1.89%

—

Return, trailing 1 year (backtest)

24.37%

—

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

26.81%

6.30%

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

-1.40%

—

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

4.39%

0.95%

SPY annualized return over the backtest window (backtest)

10.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

0.82

331.36

Maximum drawdown, backtest period (backtest)

-33.42%

—

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

-24.22%

-0.01%

Sharpe ratio, backtest period (backtest)

1.04

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

1.65

—

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

1.37

—

Standard deviation, backtest period (backtest)

22.75%

—

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

23.33%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.61

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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