Side-by-side comparison

Compare investment strategies

SPXL/TECL Swing with VXX Hedge and Bond-vs-Short Gate 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)

leveraged-etfs, mean-reversion, momentum, tactical-allocation, trend-following, volatility-hedge

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)

0.10

—

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

2.31

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

40.63

—

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

40.21

—

Daily win rate, backtest period (backtest)

56.00%

—

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

57.22%

—

Backtest

Backtest final value (from $10,000)

$25.5M

—

Backtest regulatory fees

$41k

—

Backtest slippage cost

$381k

—

Returns

Backtest length

2,193

—

Out-of-sample length

561

—

Return, backtest period (annualized) (backtest)

146.21%

—

Return, backtest period (cumulative) (backtest)

255k%

—

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

46.41%

67.14%

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

134.02%

4.80%

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

0.04%

—

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

0.34%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

57.66%

—

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

57.65%

0.00%

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

0.17%

—

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

1.59%

0.00%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.68

—

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

1.17

53.07

Maximum drawdown, backtest period (backtest)

-39.74%

—

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

-39.74%

-1.27%

Sharpe ratio, backtest period (backtest)

2.19

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

4.05

—

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

1.78

—

Standard deviation, backtest period (backtest)

45.78%

—

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

47.83%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

1.00%

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