Side-by-side comparison

Compare investment strategies

Safe-Haven Top-2 or Laggard 3x Bull/Bear Index ETFs vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

—

Leverage use

—

Rebalance schedule

—

Trading signal: Interest rates / yield curve

—

Trading signal: Momentum

—

Trading signal: RSI overbought / oversold

—

Weighting scheme

—

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)

cross-asset, daily rebalancing, leveraged etfs, mean reversion, momentum, rsi filter, tactical

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.61

—

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

0.95

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

113.81

—

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

98.19

—

Daily win rate, backtest period (backtest)

56.32%

—

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

51.72%

—

Backtest

Backtest final value (from $10,000)

$187.3M

—

Backtest regulatory fees

$590k

—

Backtest slippage cost

$5.6M

—

Returns

Backtest length

2,997

—

Out-of-sample length

145

—

Return, backtest period (annualized) (backtest)

128.63%

—

Return, backtest period (cumulative) (backtest)

1873k%

—

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

111.44%

261.52%

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

51.59%

6.85%

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

1.66%

—

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

-5.07%

1.95%

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

3.96%

—

Return, trailing 1 year (backtest)

129.00%

—

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

-92.85%

0.00%

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

6.05%

—

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

24.61%

6.14%

SPY annualized return over the backtest window (backtest)

13.64%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.86

—

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

12.23

376.45

Maximum drawdown, backtest period (backtest)

-33.36%

—

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

-9.11%

-0.69%

Sharpe ratio, backtest period (backtest)

2.17

—

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

1.92

7.79

Sortino ratio, backtest period (backtest)

4.18

—

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

8.29

—

Standard deviation, backtest period (backtest)

42.12%

—

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

43.95%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

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