Side-by-side comparison

Compare investment strategies

SPY Regime Switch with Oversold Dip Buy and Staples Defense vs 100% SGOV Treasury Bill Cash Holder

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)

defensive tilt, dip buying, long-only, regime switching, s&p 500, sector rotation, trend following, us equities

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.83

—

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

0.91

—

Trading activity

Annualized turnover, backtest period (backtest)

10.74

—

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

7.18

—

Daily win rate, backtest period (backtest)

54.00%

—

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

54.72%

—

Backtest

Backtest final value (from $10,000)

$188k

—

Backtest regulatory fees

$246

—

Backtest slippage cost

$1,977

—

Returns

Backtest length

6,991

—

Out-of-sample length

1,018

—

Return, backtest period (annualized) (backtest)

11.15%

—

Return, backtest period (cumulative) (backtest)

1778%

—

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

21.57%

3.61%

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

120.28%

0.76%

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

0.60%

—

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

2.37%

0.32%

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

1.16%

—

Return, trailing 1 year (backtest)

18.49%

—

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

18.49%

0.00%

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

0.94%

—

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

3.83%

0.00%

SPY annualized return over the backtest window (backtest)

8.82%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.31

—

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

1.61

45148.96

Maximum drawdown, backtest period (backtest)

-35.71%

—

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

-13.38%

-0.00%

Sharpe ratio, backtest period (backtest)

0.71

—

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

1.43

20.28

Sortino ratio, backtest period (backtest)

1.03

—

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

2.23

—

Standard deviation, backtest period (backtest)

16.77%

—

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

14.35%

0.18%

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