Side-by-side comparison

Compare investment strategies

SPY Timer: 3x Bulls, 3x Bears, Cash or 2x Gold 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)

20‑day trend, gold, leveraged/inverse etfs, mean reversion, momentum (rsi), nasdaq‑100, risk‑on/off, s&p 500, tactical timing

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)

0.19

—

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

0.87

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

55.42

—

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

56.36

—

Daily win rate, backtest period (backtest)

52.44%

—

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

56.70%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$7,602

—

Backtest slippage cost

$62k

—

Returns

Backtest length

1,718

—

Out-of-sample length

702

—

Return, backtest period (annualized) (backtest)

113.03%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

35.41%

261.52%

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

132.94%

6.85%

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

3.04%

—

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

-8.03%

1.95%

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

2.13%

—

Return, trailing 1 year (backtest)

-22.83%

—

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

-22.83%

0.00%

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

-4.26%

—

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

-10.06%

6.14%

SPY annualized return over the backtest window (backtest)

15.88%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.99

—

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

0.94

376.45

Maximum drawdown, backtest period (backtest)

-37.79%

—

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

-37.79%

-0.69%

Sharpe ratio, backtest period (backtest)

1.89

—

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

1.01

7.79

Sortino ratio, backtest period (backtest)

3.47

—

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

1.56

—

Standard deviation, backtest period (backtest)

45.35%

—

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

36.74%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

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