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Compare investment strategies

Single 3x ETF Pick by Bond vs Stock Heat vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

contrarian dip-buying, leveraged etfs, long/short, regime switching, rsi signal, tactical allocation, 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)

0.38

—

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

0.71

—

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

0.16

—

Trading activity

Annualized turnover, backtest period (backtest)

149.36

—

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

142.17

—

Daily win rate, backtest period (backtest)

55.25%

—

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

52.27%

—

Backtest

Backtest final value (from $10,000)

$6.4M

—

Backtest regulatory fees

$37k

—

Backtest slippage cost

$316k

—

Returns

Backtest length

1,095

—

Out-of-sample length

748

—

Return, backtest period (annualized) (backtest)

341.78%

—

Return, backtest period (cumulative) (backtest)

64k%

—

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

34.24%

76.55%

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

139.93%

3.91%

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

-0.39%

—

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

24.79%

0.00%

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

2.97%

—

Return, trailing 1 year (backtest)

96.35%

—

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

96.16%

0.00%

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

7.71%

—

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

18.87%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.30

—

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

0.53

180.23

Maximum drawdown, backtest period (backtest)

-64.47%

—

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

-64.47%

-0.42%

Sharpe ratio, backtest period (backtest)

2.39

—

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

0.77

9.00

Sortino ratio, backtest period (backtest)

3.99

—

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

1.13

—

Standard deviation, backtest period (backtest)

73.38%

—

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

69.81%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

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