Side-by-side comparison

Compare investment strategies

Tech Dip Buyer with 200-Day Trend and Bond Defense vs Domestic Leveraged Sector Trend 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)

crash protection, leveraged etfs, risk-on/off, rsi-driven tactical, tech-heavy, trend + mean reversion

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

2.55

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

57.35

—

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

46.95

—

Daily win rate, backtest period (backtest)

56.42%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$3.9B

—

Backtest regulatory fees

$7.3M

—

Backtest slippage cost

$70.0M

—

Returns

Backtest length

3,210

—

Out-of-sample length

773

—

Return, backtest period (annualized) (backtest)

174.72%

—

Return, backtest period (cumulative) (backtest)

39119k%

—

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

64.04%

67.14%

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

357.31%

4.80%

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

-0.04%

—

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

-6.75%

4.80%

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

-1.02%

—

Return, trailing 1 year (backtest)

51.07%

—

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

51.05%

0.00%

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

-3.98%

—

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

-11.30%

0.00%

SPY annualized return over the backtest window (backtest)

13.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.27

—

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

1.56

53.07

Maximum drawdown, backtest period (backtest)

-40.92%

—

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

-40.92%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.17

4.69

Sortino ratio, backtest period (backtest)

3.57

—

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

1.79

—

Standard deviation, backtest period (backtest)

54.47%

—

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

55.28%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

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