Side-by-side comparison

Compare investment strategies

Tactical Nasdaq (55%) with BTAL/DBMF Hedges (45%) 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)

gold, hedged growth, managed futures, market-neutral, mean-reversion, tactical allocation, tech-tilt, treasuries, trend-following

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)

0.07

—

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

0.49

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

22.92

—

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

18.30

—

Daily win rate, backtest period (backtest)

56.89%

—

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

54.04%

—

Backtest

Backtest final value (from $10,000)

$119k

—

Backtest regulatory fees

$203

—

Backtest slippage cost

$1,687

—

Returns

Backtest length

1,872

—

Out-of-sample length

631

—

Return, backtest period (annualized) (backtest)

39.49%

—

Return, backtest period (cumulative) (backtest)

1087%

—

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

17.46%

261.52%

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

49.14%

6.85%

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

-0.95%

—

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

3.94%

1.95%

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

-1.16%

—

Return, trailing 1 year (backtest)

14.17%

—

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

18.81%

0.00%

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

-1.00%

—

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

4.96%

6.14%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.36

—

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

1.48

376.45

Maximum drawdown, backtest period (backtest)

-11.76%

—

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

-11.76%

-0.69%

Sharpe ratio, backtest period (backtest)

2.06

—

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

1.27

7.79

Sortino ratio, backtest period (backtest)

3.58

—

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

2.06

—

Standard deviation, backtest period (backtest)

16.83%

—

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

13.43%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

117

—

Rebalance corridor width

5.00%

—

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