Side-by-side comparison

Compare investment strategies

SPY Core, 3x Oversold Buys, UVXY Overheat vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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, nasdaq, rsi-based timing, s&p 500, semiconductors, tactical asset allocation, us equities, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.37

—

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

0.17

—

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

0.06

—

Trading activity

Annualized turnover, backtest period (backtest)

30.68

—

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

25.91

—

Daily win rate, backtest period (backtest)

56.20%

—

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

52.34%

—

Backtest

Backtest final value (from $10,000)

$215.9M

—

Backtest regulatory fees

$211k

—

Backtest slippage cost

$2.0M

—

Returns

Backtest length

3,655

—

Out-of-sample length

321

—

Return, backtest period (annualized) (backtest)

98.95%

—

Return, backtest period (cumulative) (backtest)

2159k%

—

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

25.41%

261.52%

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

32.84%

6.85%

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

12.37%

—

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

2.37%

1.95%

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

15.38%

—

Return, trailing 1 year (backtest)

50.27%

—

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

30.34%

0.00%

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

15.86%

—

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

11.88%

6.14%

SPY annualized return over the backtest window (backtest)

14.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.46

—

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

1.42

376.45

Maximum drawdown, backtest period (backtest)

-28.62%

—

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

-17.95%

-0.69%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.82

7.79

Sortino ratio, backtest period (backtest)

4.09

—

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

1.86

—

Standard deviation, backtest period (backtest)

44.78%

—

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

35.33%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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