Side-by-side comparison

Compare investment strategies

Sample Strategy 2x S&P or Nasdaq with Stocks/Bonds Fallback 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)

leveraged etfs, momentum, risk-on/risk-off, tactical 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)

1.71

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

21.57

—

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

22.27

—

Daily win rate, backtest period (backtest)

55.66%

—

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

55.61%

—

Backtest

Backtest final value (from $10,000)

$395k

—

Backtest regulatory fees

$1,187

—

Backtest slippage cost

$6,881

—

Returns

Backtest length

4,907

—

Out-of-sample length

962

—

Return, backtest period (annualized) (backtest)

20.77%

—

Return, backtest period (cumulative) (backtest)

3848%

—

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

39.95%

3.62%

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

261.24%

2.81%

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

0.90%

—

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

8.11%

0.34%

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

0.30%

—

Return, trailing 1 year (backtest)

35.47%

—

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

35.47%

6.30%

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

1.52%

—

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

11.39%

0.95%

SPY annualized return over the backtest window (backtest)

11.04%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.41

—

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

1.37

331.36

Maximum drawdown, backtest period (backtest)

-50.36%

—

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

-29.20%

-0.01%

Sharpe ratio, backtest period (backtest)

0.80

—

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

1.25

18.06

Sortino ratio, backtest period (backtest)

1.11

—

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

1.81

—

Standard deviation, backtest period (backtest)

28.63%

—

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

30.85%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

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