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Compare investment strategies

Stock Momentum Engine with Bitcoin-Cycle Crypto Sleeve vs Domestic Leveraged Sector Trend Rotation

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)

bitcoin proxies, crypto cycle overlay, equity momentum, large-cap tech, leveraged etfs, risk-on/risk-off, volatility hedge

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)

-0.22

—

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

2.67

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

4.61

—

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

4.67

—

Daily win rate, backtest period (backtest)

49.28%

—

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

45.59%

—

Backtest

Backtest final value (from $10,000)

$36k

—

Backtest regulatory fees

—

Backtest slippage cost

$37

—

Returns

Backtest length

1,386

—

Out-of-sample length

136

—

Return, backtest period (annualized) (backtest)

26.06%

—

Return, backtest period (cumulative) (backtest)

257.70%

—

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

95.09%

67.14%

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

41.54%

4.80%

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

-6.50%

—

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

4.32%

4.80%

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

-9.43%

—

Return, trailing 1 year (backtest)

-19.82%

—

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

11.10%

0.00%

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

-14.61%

—

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

13.72%

0.00%

SPY annualized return over the backtest window (backtest)

13.40%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.37

—

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

3.85

53.07

Maximum drawdown, backtest period (backtest)

-70.08%

—

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

-24.69%

-1.27%

Sharpe ratio, backtest period (backtest)

0.69

—

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

1.63

4.69

Sortino ratio, backtest period (backtest)

1.07

—

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

1.85

—

Standard deviation, backtest period (backtest)

56.87%

—

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

48.36%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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