Side-by-side comparison

Compare investment strategies

Semiconductor 3x RSI Reversal with Energy/Commodity Rotation vs AutoSignals TQQQ vs SH Trend Switch

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, mean reversion, momentum, risk-on/risk-off, semiconductors, tactical, trend following

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.69

—

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

1.77

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

66.91

—

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

75.99

—

Daily win rate, backtest period (backtest)

53.43%

—

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

54.27%

—

Backtest

Backtest final value (from $10,000)

$81.6M

—

Backtest regulatory fees

$276k

—

Backtest slippage cost

$2.6M

—

Returns

Backtest length

3,562

—

Out-of-sample length

1,054

—

Return, backtest period (annualized) (backtest)

89.09%

—

Return, backtest period (cumulative) (backtest)

816k%

—

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

94.36%

147.30%

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

1515%

8.62%

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

-2.05%

—

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

30.84%

8.61%

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

-6.71%

—

Return, trailing 1 year (backtest)

-21.30%

—

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

-21.31%

0.00%

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

3.26%

—

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

70.15%

0.00%

SPY annualized return over the backtest window (backtest)

14.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.05

—

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

1.28

173.27

Maximum drawdown, backtest period (backtest)

-84.58%

—

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

-73.45%

-0.85%

Sharpe ratio, backtest period (backtest)

1.21

—

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

1.20

6.68

Sortino ratio, backtest period (backtest)

1.92

—

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

1.91

—

Standard deviation, backtest period (backtest)

76.40%

—

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

84.66%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

—

Rebalance frequency

none

daily

Popularity

Remixes (copies)

1,679

—

Watchers

525

—

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