Side-by-side comparison

Compare investment strategies

Safer 3x Tech/Semis with Cash and Bond Defense vs Domestic Leveraged Sector Trend Rotation

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)

leveraged etfs, long/short, tactical allocation, tech/semis focus, trend-following + mean reversion, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.23

—

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

2.15

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

94.38

—

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

94.38

—

Daily win rate, backtest period (backtest)

56.59%

—

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

56.59%

—

Backtest

Backtest final value (from $10,000)

$24k

—

Backtest regulatory fees

$74

—

Backtest slippage cost

$491

—

Returns

Backtest length

387

—

Out-of-sample length

387

—

Return, backtest period (annualized) (backtest)

77.62%

—

Return, backtest period (cumulative) (backtest)

142.18%

—

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

77.70%

67.14%

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

142.35%

4.80%

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

1.09%

—

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

9.96%

4.80%

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

1.36%

—

Return, trailing 1 year (backtest)

68.23%

—

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

68.29%

0.00%

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

2.56%

—

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

22.94%

0.00%

SPY annualized return over the backtest window (backtest)

23.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.36

—

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

2.36

53.07

Maximum drawdown, backtest period (backtest)

-32.94%

—

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

-32.93%

-1.27%

Sharpe ratio, backtest period (backtest)

1.28

—

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

1.28

4.69

Sortino ratio, backtest period (backtest)

2.26

—

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

2.26

—

Standard deviation, backtest period (backtest)

56.85%

—

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

56.85%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

5,100

—

Rebalance corridor width

—

1.00%

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