Side-by-side comparison

Compare investment strategies

SOXL/T-Bills Switch on Bond vs High-Beta RSI vs Domestic Leveraged Sector Trend Rotation

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)

daily rebalance, leveraged etfs, risk-on/off filter, rsi/momentum, semiconductors, tactical rotation, volatility overlay

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.49

—

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

3.36

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

42.57

—

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

38.46

—

Daily win rate, backtest period (backtest)

50.89%

—

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

71.08%

—

Backtest

Backtest final value (from $10,000)

$436.7M

—

Backtest regulatory fees

$397k

—

Backtest slippage cost

$3.8M

—

Returns

Backtest length

3,765

—

Out-of-sample length

688

—

Return, backtest period (annualized) (backtest)

104.41%

—

Return, backtest period (cumulative) (backtest)

4367k%

—

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

133.37%

67.14%

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

914.60%

4.80%

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

0.04%

—

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

0.30%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

402.30%

—

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

402.25%

0.00%

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

0.18%

—

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

-3.48%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.49

—

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

1.91

53.07

Maximum drawdown, backtest period (backtest)

-69.91%

—

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

-69.91%

-1.27%

Sharpe ratio, backtest period (backtest)

1.43

—

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

1.44

4.69

Sortino ratio, backtest period (backtest)

2.30

—

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

2.34

—

Standard deviation, backtest period (backtest)

64.09%

—

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

81.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

109

—

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