Side-by-side comparison

Compare investment strategies

SPY vs AGG RSI: 3x S&P Dip Buy or T-Bills vs Bond and Defensive Signals Gate for TQQQ

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)

contrarian rsi, leveraged etf, risk-on/risk-off, stock–bond timing, tactical rotation

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

-0.07

—

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

1.71

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

25.88

—

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

20.69

—

Daily win rate, backtest period (backtest)

48.36%

—

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

72.41%

—

Backtest

Backtest final value (from $10,000)

$1.4M

—

Backtest regulatory fees

$2,337

—

Backtest slippage cost

$20k

—

Returns

Backtest length

4,508

—

Out-of-sample length

743

—

Return, backtest period (annualized) (backtest)

31.59%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

30.81%

207.42%

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

120.98%

17.40%

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

0.04%

—

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

0.34%

17.20%

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

0.09%

—

Return, trailing 1 year (backtest)

53.69%

—

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

53.69%

0.00%

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

0.17%

—

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

0.95%

0.00%

SPY annualized return over the backtest window (backtest)

14.46%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.41

—

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

0.67

43.28

Maximum drawdown, backtest period (backtest)

-76.37%

—

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

-45.79%

-4.79%

Sharpe ratio, backtest period (backtest)

0.84

—

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

0.96

3.80

Sortino ratio, backtest period (backtest)

1.21

—

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

1.45

—

Standard deviation, backtest period (backtest)

44.92%

—

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

33.83%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

2.00%

—

Rebalance frequency

none

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