Side-by-side comparison

Compare investment strategies

Simple Sort with Leverage Mega-Cap Theme Concentration 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)

daily rebalance, leveraged etfs, momentum, risk-on/risk-off, tactical, tech/semiconductors

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)

0.41

—

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

1.84

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

73.61

—

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

80.36

—

Daily win rate, backtest period (backtest)

52.23%

—

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

53.01%

—

Backtest

Backtest final value (from $10,000)

$98k

—

Backtest regulatory fees

$365

—

Backtest slippage cost

$2,681

—

Returns

Backtest length

986

—

Out-of-sample length

715

—

Return, backtest period (annualized) (backtest)

78.94%

—

Return, backtest period (cumulative) (backtest)

876.71%

—

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

77.46%

67.14%

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

410.24%

4.80%

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

-1.51%

—

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

16.69%

4.80%

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

-0.02%

—

Return, trailing 1 year (backtest)

32.35%

—

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

32.35%

0.00%

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

1.77%

—

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

46.47%

0.00%

SPY annualized return over the backtest window (backtest)

22.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.46

—

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

1.43

53.07

Maximum drawdown, backtest period (backtest)

-54.03%

—

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

-54.03%

-1.27%

Sharpe ratio, backtest period (backtest)

1.22

—

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

1.15

4.69

Sortino ratio, backtest period (backtest)

2.13

—

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

2.03

—

Standard deviation, backtest period (backtest)

63.16%

—

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

69.84%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.86

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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