Side-by-side comparison

Compare investment strategies

SPY vs T-Bills Switch on RSI and Bond Signals 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)

macro bond signals, risk management, rsi/mean reversion, rule-based timing, tactical asset allocation, us equities vs t-bills, volatility filter

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)

0.06

—

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

0.72

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

24.05

—

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

23.44

—

Daily win rate, backtest period (backtest)

52.44%

—

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

65.36%

—

Backtest

Backtest final value (from $10,000)

$197k

—

Backtest regulatory fees

$578

—

Backtest slippage cost

$5,144

—

Returns

Backtest length

4,809

—

Out-of-sample length

817

—

Return, backtest period (annualized) (backtest)

16.92%

—

Return, backtest period (cumulative) (backtest)

1875%

—

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

20.95%

207.42%

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

85.44%

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)

16.19%

—

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

16.19%

0.00%

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

0.17%

—

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

3.39%

0.00%

SPY annualized return over the backtest window (backtest)

11.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.57

—

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

1.12

43.28

Maximum drawdown, backtest period (backtest)

-29.78%

—

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

-18.76%

-4.79%

Sharpe ratio, backtest period (backtest)

1.06

—

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

1.57

3.80

Sortino ratio, backtest period (backtest)

1.61

—

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

2.49

—

Standard deviation, backtest period (backtest)

16.01%

—

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

12.67%

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

1.00%

—

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