Side-by-side comparison

Compare investment strategies

SOXL/SOXS Semis Timed by Beyond Meat vs Raytheon vs AutoSignals TQQQ vs SH Trend Switch

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)

cross-asset signal, daily rebalance, leveraged etfs, risk filter, semiconductors, tactical momentum

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.55

—

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

1.02

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

37.72

—

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

35.24

—

Daily win rate, backtest period (backtest)

52.79%

—

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

52.95%

—

Backtest

Backtest final value (from $10,000)

$828k

—

Backtest regulatory fees

$1,043

—

Backtest slippage cost

$7,631

—

Returns

Backtest length

1,864

—

Out-of-sample length

1,001

—

Return, backtest period (annualized) (backtest)

81.62%

—

Return, backtest period (cumulative) (backtest)

8178%

—

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

88.60%

147.30%

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

1146%

8.62%

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

0.14%

—

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

46.23%

8.61%

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

-12.84%

—

Return, trailing 1 year (backtest)

193.96%

—

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

193.96%

0.00%

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

0.53%

—

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

35.15%

0.00%

SPY annualized return over the backtest window (backtest)

16.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.23

—

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

2.47

173.27

Maximum drawdown, backtest period (backtest)

-66.20%

—

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

-35.84%

-0.85%

Sharpe ratio, backtest period (backtest)

1.25

—

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

1.44

6.68

Sortino ratio, backtest period (backtest)

1.96

—

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

2.43

—

Standard deviation, backtest period (backtest)

64.39%

—

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

54.13%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

Popularity

Remixes (copies)

175

—

Watchers

116

—

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