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Compare investment strategies

SPY Short-Dip or Long-Trend Switch with T-Bills vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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 rebalance, moving-average timing, spy vs t-bills, tactical allocation, trend + mean reversion, us equities

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.00

—

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

0.93

—

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

0.97

—

Trading activity

Annualized turnover, backtest period (backtest)

12.40

—

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

1.99

—

Daily win rate, backtest period (backtest)

53.42%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$116k

—

Backtest regulatory fees

$154

—

Backtest slippage cost

$1,335

—

Returns

Backtest length

4,878

—

Out-of-sample length

507

—

Return, backtest period (annualized) (backtest)

13.48%

—

Return, backtest period (cumulative) (backtest)

1058%

—

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

16.79%

11.23%

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

36.23%

0.81%

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

-1.11%

—

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

2.37%

0.00%

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

-1.49%

—

Return, trailing 1 year (backtest)

15.41%

—

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

17.26%

0.00%

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

-1.08%

—

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

3.83%

0.00%

SPY annualized return over the backtest window (backtest)

10.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.40

—

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

0.90

14.66

Maximum drawdown, backtest period (backtest)

-33.72%

—

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

-18.76%

-0.77%

Sharpe ratio, backtest period (backtest)

0.80

—

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

1.05

3.90

Sortino ratio, backtest period (backtest)

1.17

—

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

1.52

—

Standard deviation, backtest period (backtest)

17.66%

—

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

15.94%

2.89%

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