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Compare investment strategies

Tech vs KMLM: 4x S&P/Semis/FANG or TECS Short 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)

leveraged etfs, momentum, short/inverse, tactical rotation, technology focus, volatility

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)

0.83

—

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

-1.13

—

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

-0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

30.85

—

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

30.86

—

Daily win rate, backtest period (backtest)

50.84%

—

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

50.84%

—

Backtest

Backtest final value (from $10,000)

$16k

—

Backtest regulatory fees

$19

—

Backtest slippage cost

$144

—

Returns

Backtest length

417

—

Out-of-sample length

417

—

Return, backtest period (annualized) (backtest)

32.31%

—

Return, backtest period (cumulative) (backtest)

59.11%

—

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

23.04%

67.14%

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

40.36%

4.80%

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

9.12%

—

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

-12.53%

4.80%

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

16.95%

—

Return, trailing 1 year (backtest)

12.24%

—

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

-22.86%

0.00%

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

6.64%

—

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

-9.15%

0.00%

SPY annualized return over the backtest window (backtest)

16.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.59

—

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

0.42

53.07

Maximum drawdown, backtest period (backtest)

-55.02%

—

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

-55.02%

-1.27%

Sharpe ratio, backtest period (backtest)

0.77

—

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

0.69

4.69

Sortino ratio, backtest period (backtest)

1.08

—

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

1.08

—

Standard deviation, backtest period (backtest)

83.63%

—

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

83.58%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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