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Compare investment strategies

Semiconductor 3x Timer with Inflation and Volatility Filters vs Macro-Filtered Short-Term Momentum with Mean Reversion

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay

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Hedge / defensive overlay: Cash / T-bills

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Rebalance schedule

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Trading signal: Relative strength vs another asset

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Trading signal: RSI overbought / oversold

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Trading signal: Volatility regime (VIX)

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Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalance, inflation/rates signal, leveraged & inverse etfs, momentum & mean‑reversion, semiconductors/tech focus, tactical, volatility filter

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.14

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

0.88

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

0.32

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Trading activity

Annualized turnover, backtest period (backtest)

49.54

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

52.61

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Daily win rate, backtest period (backtest)

51.99%

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

50.81%

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Backtest

Backtest final value (from $10,000)

$725k

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Backtest regulatory fees

$2,358

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Backtest slippage cost

$19k

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Returns

Backtest length

1,683

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Out-of-sample length

677

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Return, backtest period (annualized) (backtest)

89.83%

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Return, backtest period (cumulative) (backtest)

7148%

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

24.00%

76.55%

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

78.40%

3.91%

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

-0.08%

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

-2.73%

0.00%

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

0.21%

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Return, trailing 1 year (backtest)

76.12%

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

76.11%

0.00%

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

-0.57%

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

8.21%

0.00%

SPY annualized return over the backtest window (backtest)

15.51%

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Risk metrics

Calmar ratio, backtest period (backtest)

2.21

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

0.59

180.23

Maximum drawdown, backtest period (backtest)

-40.66%

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

-40.66%

-0.42%

Sharpe ratio, backtest period (backtest)

1.80

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

0.72

9.00

Sortino ratio, backtest period (backtest)

2.97

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

1.03

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Standard deviation, backtest period (backtest)

40.21%

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

43.04%

6.75%

Quality

Community review status

ACTIVE

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Holdings

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

0.44

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Construction

Logic complexity (node count)

—

Rebalance frequency

daily

Popularity

Remixes (copies)

—

Watchers

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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