Side-by-side comparison

Compare investment strategies

Sector Trend Sleeves, SPY Core, VIXY Overheat Hedge 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/cash overlay, gold, momentum/trend, sector rotation, tactical allocation, treasuries, us equities, volatility hedge

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)

0.05

—

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

0.79

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

18.71

—

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

16.76

—

Daily win rate, backtest period (backtest)

57.18%

—

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

57.61%

—

Backtest

Backtest final value (from $10,000)

$447k

—

Backtest regulatory fees

$791

—

Backtest slippage cost

$6,709

—

Returns

Backtest length

3,970

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

27.28%

—

Return, backtest period (cumulative) (backtest)

4373%

—

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

20.92%

3.62%

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

50.25%

2.81%

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

-0.94%

—

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

2.56%

0.34%

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

-1.48%

—

Return, trailing 1 year (backtest)

14.12%

—

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

16.28%

6.30%

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

-1.01%

—

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

4.89%

0.95%

SPY annualized return over the backtest window (backtest)

14.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.23

—

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

1.71

331.36

Maximum drawdown, backtest period (backtest)

-12.24%

—

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

-12.24%

-0.01%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.33

18.06

Sortino ratio, backtest period (backtest)

3.06

—

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

2.19

—

Standard deviation, backtest period (backtest)

14.26%

—

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

15.10%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

385

—

Rebalance corridor width

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