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Compare investment strategies

Tech, ARK and Crypto Sleeves with Bond Signals vs Rising Rates Volatility Switch Risk-Parity 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)

crypto sleeve, leveraged etfs, macro regime filters, momentum/mean‑reversion, tactical rotation, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.78

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

147.17

—

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

143.20

—

Daily win rate, backtest period (backtest)

54.78%

—

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

50.22%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$23k

—

Backtest slippage cost

$182k

—

Returns

Backtest length

1,077

—

Out-of-sample length

896

—

Return, backtest period (annualized) (backtest)

237.04%

—

Return, backtest period (cumulative) (backtest)

18k%

—

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

21.03%

3.62%

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

97.25%

2.81%

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

0.67%

—

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

0.83%

0.34%

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

-3.19%

—

Return, trailing 1 year (backtest)

-39.15%

—

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

-39.16%

6.30%

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

-3.24%

—

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

23.27%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.71

—

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

0.33

331.36

Maximum drawdown, backtest period (backtest)

-63.92%

—

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

-63.93%

-0.01%

Sharpe ratio, backtest period (backtest)

2.21

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

4.10

—

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

1.00

—

Standard deviation, backtest period (backtest)

63.94%

—

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

61.71%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.71

—

Construction

Logic complexity (node count)

3,965

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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