Side-by-side comparison

Compare investment strategies

S&P Trend-Tiered Growth, Low-Vol and Bond/Gold Sleeves 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 hedging, leveraged etfs, multi-asset, risk-on/risk-off, 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)

0.04

—

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

1.70

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

6.70

—

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

4.24

—

Daily win rate, backtest period (backtest)

56.12%

—

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

54.07%

—

Backtest

Backtest final value (from $10,000)

$133k

—

Backtest regulatory fees

$115

—

Backtest slippage cost

$593

—

Returns

Backtest length

3,886

—

Out-of-sample length

270

—

Return, backtest period (annualized) (backtest)

18.27%

—

Return, backtest period (cumulative) (backtest)

1231%

—

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

36.97%

3.62%

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

39.21%

2.81%

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

-2.27%

—

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

1.58%

0.34%

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

-4.17%

—

Return, trailing 1 year (backtest)

24.12%

—

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

32.80%

6.30%

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

-7.37%

—

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

-2.93%

0.95%

SPY annualized return over the backtest window (backtest)

13.98%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.64

—

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

2.30

331.36

Maximum drawdown, backtest period (backtest)

-28.55%

—

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

-16.10%

-0.01%

Sharpe ratio, backtest period (backtest)

0.97

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

1.35

—

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

1.58

—

Standard deviation, backtest period (backtest)

19.34%

—

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

27.34%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

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