Side-by-side comparison

Compare investment strategies

SPY vs SPLV Risk-On/Off Sector ETF Rotation vs Domestic Leveraged Sector Trend Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Gold / precious metals

—

Hedge / defensive overlay: Inverse / short exposure

—

Leverage use

—

Rebalance schedule

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

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)

daily rebalancing, defensive hedging, long/short, mean reversion, momentum, risk-on/risk-off, tactical etfs

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)

0.27

—

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

1.08

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

23.57

—

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

22.29

—

Daily win rate, backtest period (backtest)

55.61%

—

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

56.03%

—

Backtest

Backtest final value (from $10,000)

$766k

—

Backtest regulatory fees

$1,334

—

Backtest slippage cost

$8,965

—

Returns

Backtest length

3,805

—

Out-of-sample length

539

—

Return, backtest period (annualized) (backtest)

33.28%

—

Return, backtest period (cumulative) (backtest)

7565%

—

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

54.41%

67.14%

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

153.70%

4.80%

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

0.29%

—

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

-0.66%

4.80%

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

0.23%

—

Return, trailing 1 year (backtest)

29.01%

—

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

29.01%

0.00%

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

-0.19%

—

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

-4.48%

0.00%

SPY annualized return over the backtest window (backtest)

15.67%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.28

—

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

8.48

53.07

Maximum drawdown, backtest period (backtest)

-14.58%

—

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

-6.41%

-1.27%

Sharpe ratio, backtest period (backtest)

1.60

—

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

1.64

4.69

Sortino ratio, backtest period (backtest)

3.38

—

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

5.30

—

Standard deviation, backtest period (backtest)

19.04%

—

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

28.80%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

149

—

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