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Compare investment strategies

SOXL/UVXY Bond-vs-T-Bill Daily Regime Switch 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)

daily rebalancing, leveraged etfs, mean-reversion, momentum, semiconductors, tactical, volatility

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)

0.14

—

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

5.52

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

72.34

—

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

21.42

—

Daily win rate, backtest period (backtest)

44.63%

—

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

54.25%

—

Backtest

Backtest final value (from $10,000)

$249

—

Backtest regulatory fees

$559

—

Backtest slippage cost

$1,175

—

Returns

Backtest length

3,762

—

Out-of-sample length

800

—

Return, backtest period (annualized) (backtest)

-21.91%

—

Return, backtest period (cumulative) (backtest)

-97.51%

—

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

81.46%

3.62%

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

564.57%

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)

94.42%

—

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

94.95%

6.30%

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

-7.72%

—

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

-26.78%

0.95%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.22

—

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

1.01

331.36

Maximum drawdown, backtest period (backtest)

-99.95%

—

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

-80.84%

-0.01%

Sharpe ratio, backtest period (backtest)

0.15

—

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

1.10

18.06

Sortino ratio, backtest period (backtest)

0.21

—

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

1.60

—

Standard deviation, backtest period (backtest)

86.32%

—

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

111.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

131

—

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