Side-by-side comparison

Compare investment strategies

SMH vs FTLS RSI: TQQQ Dips, UVXY and Diversifiers vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

daily, leveraged etfs, managed futures, momentum vs defensive, semiconductors focus, tactical rotation, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.40

—

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

1.22

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

74.07

—

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

67.04

—

Daily win rate, backtest period (backtest)

53.59%

—

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

53.52%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$4,231

—

Backtest slippage cost

$34k

—

Returns

Backtest length

1,463

—

Out-of-sample length

426

—

Return, backtest period (annualized) (backtest)

138.12%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

58.58%

261.52%

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

118.44%

6.85%

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

-0.06%

—

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

-0.73%

1.95%

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

0.20%

—

Return, trailing 1 year (backtest)

71.15%

—

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

71.14%

0.00%

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

0.17%

—

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

-2.51%

6.14%

SPY annualized return over the backtest window (backtest)

15.43%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.01

—

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

1.90

376.45

Maximum drawdown, backtest period (backtest)

-34.43%

—

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

-30.77%

-0.69%

Sharpe ratio, backtest period (backtest)

2.09

—

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

1.09

7.79

Sortino ratio, backtest period (backtest)

3.88

—

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

1.83

—

Standard deviation, backtest period (backtest)

46.48%

—

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

56.27%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.85

—

Construction

Logic complexity (node count)

127

—

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