Side-by-side comparison

Compare investment strategies

SPY, Energy, Chips and Commodities Semiconductor Mix 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)

bonds, commodities, leveraged etfs, momentum and mean‑reversion, regime switching, semiconductors, tactical allocation, volatility hedging

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)

0.28

—

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

0.74

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

56.08

—

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

50.42

—

Daily win rate, backtest period (backtest)

55.72%

—

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

49.39%

—

Backtest

Backtest final value (from $10,000)

$70.3B

—

Backtest regulatory fees

$165.9M

—

Backtest slippage cost

$1.6B

—

Returns

Backtest length

3,503

—

Out-of-sample length

909

—

Return, backtest period (annualized) (backtest)

210.77%

—

Return, backtest period (cumulative) (backtest)

703397k%

—

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

38.94%

3.62%

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

227.90%

2.81%

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

-0.85%

—

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

3.66%

0.34%

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

1.47%

—

Return, trailing 1 year (backtest)

5.21%

—

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

5.18%

6.30%

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

-0.87%

—

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

50.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.65

—

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

0.67

331.36

Maximum drawdown, backtest period (backtest)

-57.79%

—

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

-57.80%

-0.01%

Sharpe ratio, backtest period (backtest)

2.46

—

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

0.92

18.06

Sortino ratio, backtest period (backtest)

4.39

—

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

1.56

—

Standard deviation, backtest period (backtest)

51.42%

—

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

47.74%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

325

—

Rebalance corridor width

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