Side-by-side comparison

Compare investment strategies

Tactical 3x Dip Buyer with Crash Shorts vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, tactical multi-asset, volatility/hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

2.49

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

81.75

—

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

77.94

—

Daily win rate, backtest period (backtest)

55.48%

—

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

55.69%

—

Backtest

Backtest final value (from $10,000)

$948.2M

—

Backtest regulatory fees

$2.2M

—

Backtest slippage cost

$21.4M

—

Returns

Backtest length

3,765

—

Out-of-sample length

835

—

Return, backtest period (annualized) (backtest)

115.29%

—

Return, backtest period (cumulative) (backtest)

9482k%

—

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

72.97%

261.52%

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

515.88%

6.85%

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

0.46%

—

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

3.06%

1.95%

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

2.85%

—

Return, trailing 1 year (backtest)

138.44%

—

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

138.38%

0.00%

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

2.33%

—

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

30.51%

6.14%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.64

—

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

1.67

376.45

Maximum drawdown, backtest period (backtest)

-43.62%

—

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

-43.64%

-0.69%

Sharpe ratio, backtest period (backtest)

1.77

—

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

1.34

7.79

Sortino ratio, backtest period (backtest)

3.19

—

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

2.22

—

Standard deviation, backtest period (backtest)

50.30%

—

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

49.92%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.28

—

Construction

Logic complexity (node count)

336

—

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