Side-by-side comparison

Compare investment strategies

SPY Strength Catcher with Commodity/Global Rotation 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)

etf rotation, leveraged etfs, relative-strength rotation, risk-on/risk-off, trend-following, volatility timing

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)

0.29

—

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

1.54

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

51.60

—

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

40.15

—

Daily win rate, backtest period (backtest)

55.50%

—

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

54.55%

—

Backtest

Backtest final value (from $10,000)

$276.0M

—

Backtest regulatory fees

$411k

—

Backtest slippage cost

$3.9M

—

Returns

Backtest length

3,775

—

Out-of-sample length

1,023

—

Return, backtest period (annualized) (backtest)

97.87%

—

Return, backtest period (cumulative) (backtest)

2760k%

—

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

59.74%

67.14%

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

570.76%

4.80%

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

0.15%

—

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

0.33%

4.80%

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

1.29%

—

Return, trailing 1 year (backtest)

40.87%

—

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

40.86%

0.00%

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

1.04%

—

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

19.51%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.70

—

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

1.10

53.07

Maximum drawdown, backtest period (backtest)

-57.42%

—

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

-54.40%

-1.27%

Sharpe ratio, backtest period (backtest)

1.48

—

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

1.26

4.69

Sortino ratio, backtest period (backtest)

2.45

—

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

1.98

—

Standard deviation, backtest period (backtest)

56.54%

—

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

45.32%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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