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Compare investment strategies

SPY Trend with Staples Defense and Tech Rebound 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)

200-day moving average, risk-on/risk-off, rsi(10), sector rotation, tactical, trend-following, us equities

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)

0.05

—

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

0.92

—

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

0.91

—

Trading activity

Annualized turnover, backtest period (backtest)

12.26

—

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

4.47

—

Daily win rate, backtest period (backtest)

54.18%

—

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

56.07%

—

Backtest

Backtest final value (from $10,000)

$481k

—

Backtest regulatory fees

$615

—

Backtest slippage cost

$4,773

—

Returns

Backtest length

6,929

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

15.13%

—

Return, backtest period (cumulative) (backtest)

4712%

—

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

26.99%

3.62%

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

100.58%

2.81%

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

0.60%

—

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

2.37%

0.34%

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

1.16%

—

Return, trailing 1 year (backtest)

17.45%

—

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

17.45%

6.30%

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

0.94%

—

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

3.83%

0.95%

SPY annualized return over the backtest window (backtest)

8.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

2.46

331.36

Maximum drawdown, backtest period (backtest)

-23.32%

—

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

-10.99%

-0.01%

Sharpe ratio, backtest period (backtest)

0.87

—

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

1.62

18.06

Sortino ratio, backtest period (backtest)

1.33

—

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

2.68

—

Standard deviation, backtest period (backtest)

18.05%

—

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

15.46%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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