Side-by-side comparison

Compare investment strategies

Scaled RSI Dip Buying in 3x Tech, Semis and S&P 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)

bond hedge, high risk, leveraged etfs, risk-on/risk-off, rsi mean-reversion, tactical timing, tech/semiconductors focus

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)

0.11

—

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

0.70

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

6.05

—

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

5.10

—

Daily win rate, backtest period (backtest)

51.69%

—

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

52.60%

—

Backtest

Backtest final value (from $10,000)

$162k

—

Backtest regulatory fees

$180

—

Backtest slippage cost

$844

—

Returns

Backtest length

4,171

—

Out-of-sample length

1,000

—

Return, backtest period (annualized) (backtest)

18.33%

—

Return, backtest period (cumulative) (backtest)

1523%

—

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

26.73%

67.14%

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

156.26%

4.80%

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

-0.04%

—

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

-0.59%

4.80%

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

0.22%

—

Return, trailing 1 year (backtest)

24.94%

—

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

24.94%

0.00%

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

0.19%

—

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

6.09%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.22

—

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

2.50

53.07

Maximum drawdown, backtest period (backtest)

-15.04%

—

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

-10.71%

-1.27%

Sharpe ratio, backtest period (backtest)

1.04

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

3.02

—

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

4.63

—

Standard deviation, backtest period (backtest)

17.46%

—

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

25.86%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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