Side-by-side comparison

Compare investment strategies

SOXL/SOXS Semiconductor RSI Swing with Macro Checks 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)

hedging, leveraged etfs, macro overlay, mean-reversion, momentum, risk-on/off, semiconductors, short-term, tactical

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)

0.07

—

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

1.11

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

54.88

—

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

50.72

—

Daily win rate, backtest period (backtest)

53.03%

—

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

50.62%

—

Backtest

Backtest final value (from $10,000)

$8.7M

—

Backtest regulatory fees

$34k

—

Backtest slippage cost

$281k

—

Returns

Backtest length

3,206

—

Out-of-sample length

887

—

Return, backtest period (annualized) (backtest)

70.23%

—

Return, backtest period (cumulative) (backtest)

87k%

—

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

20.16%

3.62%

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

91.00%

2.81%

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

-0.69%

—

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

6.32%

0.34%

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

6.16%

—

Return, trailing 1 year (backtest)

40.83%

—

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

40.80%

6.30%

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

1.38%

—

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

-3.17%

0.95%

SPY annualized return over the backtest window (backtest)

13.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.40

—

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

0.40

331.36

Maximum drawdown, backtest period (backtest)

-50.03%

—

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

-50.03%

-0.01%

Sharpe ratio, backtest period (backtest)

1.39

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

2.30

—

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

1.02

—

Standard deviation, backtest period (backtest)

45.54%

—

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

51.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

128

—

Rebalance corridor width

20.00%

5.00%

Rebalance frequency

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