Side-by-side comparison

Compare investment strategies

Streetbeat Diversified Bond Ladder Strategy vs Class Warfare T-Mobile vs AT&T Volatility Basket Switch

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)

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daily rebalance, large-cap growth, leveraged etfs, tactical allocation, us equities, volatility signal

Asset classes / instruments

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equities

Market-relative

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

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0.04

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

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1.63

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

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0.88

Trading activity

Annualized turnover, backtest period (backtest)

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24.78

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

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30.17

Daily win rate, backtest period (backtest)

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55.60%

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

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54.37%

Backtest

Backtest final value (from $10,000)

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$364k

Backtest regulatory fees

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$836

Backtest slippage cost

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$6,351

Returns

Backtest length

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3,153

Out-of-sample length

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710

Return, backtest period (annualized) (backtest)

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33.27%

Return, backtest period (cumulative) (backtest)

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3539%

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

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41.52%

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

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166.41%

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

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0.65%

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

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9.08%

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

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2.01%

Return, trailing 1 year (backtest)

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62.09%

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

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62.09%

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

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0.77%

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

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4.64%

SPY annualized return over the backtest window (backtest)

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14.07%

Risk metrics

Calmar ratio, backtest period (backtest)

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0.89

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

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1.34

Maximum drawdown, backtest period (backtest)

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-37.51%

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

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-30.94%

Sharpe ratio, backtest period (backtest)

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1.09

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

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1.36

Sortino ratio, backtest period (backtest)

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1.58

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

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2.13

Standard deviation, backtest period (backtest)

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30.77%

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

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28.46%

Quality

Community review status

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ACTIVE

Holdings

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

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0.25

Construction

Logic complexity (node count)

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Rebalance frequency

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daily

Cost & access

Management / advisory fee

0.00%

—

Popularity

Remixes (copies)

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Watchers

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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