Side-by-side comparison

Compare investment strategies

Secular Bull/Bear Regime SPY with Treasury Defense vs 100% SGOV Treasury Bill Cash Holder

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)

etfs, momentum/mean reversion, regime switching, risk management, tactical asset allocation, trend-following

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.02

—

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

0.92

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

16.26

—

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

12.46

—

Daily win rate, backtest period (backtest)

55.22%

—

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

54.81%

—

Backtest

Backtest final value (from $10,000)

$365k

—

Backtest regulatory fees

$646

—

Backtest slippage cost

$5,555

—

Returns

Backtest length

4,967

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

20.02%

—

Return, backtest period (cumulative) (backtest)

3549%

—

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

21.81%

3.61%

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

99.79%

0.76%

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

0.60%

—

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

2.37%

0.32%

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

1.16%

—

Return, trailing 1 year (backtest)

16.55%

—

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

16.55%

0.00%

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

0.94%

—

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

3.83%

0.00%

SPY annualized return over the backtest window (backtest)

11.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.26

—

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

1.80

45148.96

Maximum drawdown, backtest period (backtest)

-15.87%

—

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

-12.10%

-0.00%

Sharpe ratio, backtest period (backtest)

1.28

—

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

1.31

20.28

Sortino ratio, backtest period (backtest)

2.08

—

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

2.37

—

Standard deviation, backtest period (backtest)

15.19%

—

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

15.99%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

—

Rebalance frequency

none

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