Side-by-side comparison

Compare investment strategies

Semis 3x Calm Uptrends with Dip Buys and Dollar Hedges vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

dip-buying, hedging, leveraged etfs, momentum, semiconductors, tactical allocation, tech-heavy, trend-following, volatility regime

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.03

—

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

1.80

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

87.36

—

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

92.61

—

Daily win rate, backtest period (backtest)

57.17%

—

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

53.03%

—

Backtest

Backtest final value (from $10,000)

$13.8B

—

Backtest regulatory fees

$53.5M

—

Backtest slippage cost

$514.4M

—

Returns

Backtest length

2,365

—

Out-of-sample length

990

—

Return, backtest period (annualized) (backtest)

350.61%

—

Return, backtest period (cumulative) (backtest)

137548k%

—

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

22.08%

261.52%

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

119.16%

6.85%

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

-0.56%

—

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

10.00%

1.95%

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

-4.08%

—

Return, trailing 1 year (backtest)

51.11%

—

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

51.04%

0.00%

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

0.66%

—

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

4.21%

6.14%

SPY annualized return over the backtest window (backtest)

15.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.78

—

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

0.39

376.45

Maximum drawdown, backtest period (backtest)

-60.61%

—

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

-56.32%

-0.69%

Sharpe ratio, backtest period (backtest)

2.38

—

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

0.62

7.79

Sortino ratio, backtest period (backtest)

4.59

—

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

0.97

—

Standard deviation, backtest period (backtest)

74.07%

—

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

64.84%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.91

—

Construction

Logic complexity (node count)

414

—

Rebalance frequency

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