Side-by-side comparison

Compare investment strategies

SMH vs Defensive Funds Momentum into 3x Tech or T-Bills vs Better Than a CD: Tech Trend with T-Bill Defense

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)

leveraged etfs, momentum, risk-on/risk-off, semiconductors, tactical allocation, technology, trend-following

bonds/gold, inverse/short, leveraged etfs, mean reversion, sector rotation, tactical asset allocation, trend-following, volatility hedged

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

2.77

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

29.38

—

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

29.79

—

Daily win rate, backtest period (backtest)

54.52%

—

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

60.52%

—

Backtest

Backtest final value (from $10,000)

$4.9M

—

Backtest regulatory fees

$7,386

—

Backtest slippage cost

$61k

—

Returns

Backtest length

3,019

—

Out-of-sample length

423

—

Return, backtest period (annualized) (backtest)

67.74%

—

Return, backtest period (cumulative) (backtest)

49k%

—

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

61.95%

4.85%

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

125.05%

4.53%

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

0.04%

—

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

11.49%

0.38%

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

-2.00%

—

Return, trailing 1 year (backtest)

28.56%

—

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

28.55%

6.30%

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

1.33%

—

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

12.17%

1.75%

SPY annualized return over the backtest window (backtest)

14.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.98

—

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

1.34

9.16

Maximum drawdown, backtest period (backtest)

-68.79%

—

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

-46.15%

-0.53%

Sharpe ratio, backtest period (backtest)

1.20

—

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

1.08

3.47

Sortino ratio, backtest period (backtest)

1.77

—

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

1.69

—

Standard deviation, backtest period (backtest)

56.49%

—

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

61.41%

1.37%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

—

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