Side-by-side comparison

Compare investment strategies

Strongest Trend Pick: Chips, Energy, Commodities, SPY, Solar vs ERX, Refiners and Gold Miners Inverse-Volatility Mix

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)

commodities, crash protection, cross-asset, energy, equities, momentum rotation, semiconductors, single-asset at a time, volatility hedge

commodities, energy, gold miners, inverse-vol weighting, leveraged etfs, oil refiners, risk-balanced

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)

1.77

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

18.75

—

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

15.86

—

Daily win rate, backtest period (backtest)

53.51%

—

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

53.08%

—

Backtest

Backtest final value (from $10,000)

$30.6M

—

Backtest regulatory fees

$22k

—

Backtest slippage cost

$202k

—

Returns

Backtest length

3,562

—

Out-of-sample length

699

—

Return, backtest period (annualized) (backtest)

76.43%

—

Return, backtest period (cumulative) (backtest)

306k%

—

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

28.77%

138.64%

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

101.86%

3.87%

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

-2.03%

—

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

16.70%

8.12%

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

-4.07%

—

Return, trailing 1 year (backtest)

-5.82%

—

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

-5.82%

0.00%

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

-3.57%

—

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

11.23%

0.00%

SPY annualized return over the backtest window (backtest)

14.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.22

—

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

0.46

51.98

Maximum drawdown, backtest period (backtest)

-62.81%

—

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

-62.81%

-2.67%

Sharpe ratio, backtest period (backtest)

1.21

—

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

0.72

4.29

Sortino ratio, backtest period (backtest)

1.92

—

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

1.08

—

Standard deviation, backtest period (backtest)

62.89%

—

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

59.20%

22.88%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

10.00%

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