Side-by-side comparison

Compare investment strategies

SOXX Semiconductor Slow/Fast Trend Blend 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)

momentum, risk management, sector-focused, semiconductors, tactical allocation, trend following

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)

0.13

—

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

1.44

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

12.08

—

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

9.39

—

Daily win rate, backtest period (backtest)

53.13%

—

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

60.92%

—

Backtest

Backtest final value (from $10,000)

$393k

—

Backtest regulatory fees

$282

—

Backtest slippage cost

$2,378

—

Returns

Backtest length

4,967

—

Out-of-sample length

865

—

Return, backtest period (annualized) (backtest)

20.47%

—

Return, backtest period (cumulative) (backtest)

3831%

—

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

44.16%

3.62%

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

251.47%

2.81%

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

-0.69%

—

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

2.97%

0.34%

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

-5.01%

—

Return, trailing 1 year (backtest)

84.04%

—

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

84.04%

6.30%

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

-2.32%

—

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

-5.70%

0.95%

SPY annualized return over the backtest window (backtest)

11.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.55

—

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

1.41

331.36

Maximum drawdown, backtest period (backtest)

-37.09%

—

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

-31.35%

-0.01%

Sharpe ratio, backtest period (backtest)

0.92

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

1.37

—

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

1.90

—

Standard deviation, backtest period (backtest)

23.14%

—

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

33.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

—

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