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Compare investment strategies

Small 15% Sleeve with 3x Nasdaq and Treasuries vs Rising Rates Volatility Switch Risk-Parity Mix

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 rebalanced, leveraged etfs, momentum, nasdaq-100 focus, risk-on/risk-off, tactical allocation, trend-following

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.91

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

57.56

—

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

47.44

—

Daily win rate, backtest period (backtest)

53.98%

—

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

51.34%

—

Backtest

Backtest final value (from $10,000)

$770.7M

—

Backtest regulatory fees

$1.4M

—

Backtest slippage cost

$13.2M

—

Returns

Backtest length

3,870

—

Out-of-sample length

409

—

Return, backtest period (annualized) (backtest)

108.03%

—

Return, backtest period (cumulative) (backtest)

7707k%

—

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

45.09%

3.62%

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

83.23%

2.81%

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

-1.28%

—

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

-7.99%

0.34%

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

-0.54%

—

Return, trailing 1 year (backtest)

147.14%

—

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

147.09%

6.30%

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

-2.39%

—

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

-6.83%

0.95%

SPY annualized return over the backtest window (backtest)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.88

—

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

0.87

331.36

Maximum drawdown, backtest period (backtest)

-57.61%

—

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

-51.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.55

—

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

0.92

18.06

Sortino ratio, backtest period (backtest)

2.40

—

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

1.44

—

Standard deviation, backtest period (backtest)

58.13%

—

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

59.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

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