Side-by-side comparison

Compare investment strategies

Simple Regime Switching QLD, TLT/UUP or QID with XLP vs Domestic Leveraged Sector Trend Rotation

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)

bonds, currency, defensive sectors, etfs, leveraged/inverse, momentum, regime switching, tactical allocation, trend following

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.07

—

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

1.67

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

7.14

—

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

6.50

—

Daily win rate, backtest period (backtest)

55.31%

—

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

55.18%

—

Backtest

Backtest final value (from $10,000)

$4.5M

—

Backtest regulatory fees

$1,710

—

Backtest slippage cost

$12k

—

Returns

Backtest length

4,941

—

Out-of-sample length

1,013

—

Return, backtest period (annualized) (backtest)

36.58%

—

Return, backtest period (cumulative) (backtest)

45k%

—

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

43.26%

67.14%

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

324.85%

4.80%

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

0.90%

—

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

9.41%

4.80%

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

0.30%

—

Return, trailing 1 year (backtest)

39.11%

—

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

39.11%

0.00%

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

1.52%

—

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

5.70%

0.00%

SPY annualized return over the backtest window (backtest)

10.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.08

—

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

1.35

53.07

Maximum drawdown, backtest period (backtest)

-33.97%

—

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

-31.98%

-1.27%

Sharpe ratio, backtest period (backtest)

1.11

—

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

1.16

4.69

Sortino ratio, backtest period (backtest)

1.62

—

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

1.76

—

Standard deviation, backtest period (backtest)

33.20%

—

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

36.76%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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