Side-by-side comparison

Compare investment strategies

SOXL/SOXS Toggle on 10-Year Treasury vs T-Bill Momentum vs Rising Rates Volatility Switch Risk-Parity Mix

Every published figureShow 41 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bond signal, daily rebalance, leveraged etfs, long/short, momentum, semiconductors, tactical allocation

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)

0.03

—

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

5.97

—

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

0.77

—

Backtest

Backtest final value (from $10,000)

$74k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

1,040

—

Out-of-sample length

848

—

Return, backtest period (annualized) (backtest)

62.12%

—

Return, backtest period (cumulative) (backtest)

635.97%

—

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

88.30%

3.62%

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

743.32%

2.81%

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

-1.94%

—

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

11.11%

0.34%

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

-14.63%

—

Return, trailing 1 year (backtest)

231.09%

—

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

231.09%

6.30%

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

-7.72%

—

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

-27.33%

0.95%

SPY annualized return over the backtest window (backtest)

17.25%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.71

—

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

1.00

331.36

Maximum drawdown, backtest period (backtest)

-87.88%

—

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

-87.88%

-0.01%

Sharpe ratio, backtest period (backtest)

0.99

—

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

1.13

18.06

Sortino ratio, backtest period (backtest)

1.47

—

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

1.66

—

Standard deviation, backtest period (backtest)

113.23%

—

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

114.42%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Trading activity

Daily win rate, backtest period (backtest)

53.65%

—

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

55.07%

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

368

—

Watchers

160

—

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