Side-by-side comparison

Compare investment strategies

Tech vs Utilities (XLK/XLU) Canary Rotation vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

momentum, relative strength, risk-on/off, sector rotation, tactical asset allocation, trend following

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.03

—

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

0.86

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

10.35

—

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

12.21

—

Daily win rate, backtest period (backtest)

53.88%

—

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

57.34%

—

Backtest

Backtest final value (from $10,000)

$80k

—

Backtest regulatory fees

$190

—

Backtest slippage cost

$1,198

—

Returns

Backtest length

6,865

—

Out-of-sample length

743

—

Return, backtest period (annualized) (backtest)

7.93%

—

Return, backtest period (cumulative) (backtest)

699.36%

—

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

23.48%

3.62%

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

86.39%

2.81%

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

0.51%

—

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

5.93%

0.34%

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

-0.52%

—

Return, trailing 1 year (backtest)

30.48%

—

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

30.48%

86.44%

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

1.28%

—

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

7.37%

0.95%

SPY annualized return over the backtest window (backtest)

8.61%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.11

—

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

0.97

331.36

Maximum drawdown, backtest period (backtest)

-70.47%

—

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

-24.17%

-0.01%

Sharpe ratio, backtest period (backtest)

0.46

—

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

1.12

18.06

Sortino ratio, backtest period (backtest)

0.65

—

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

1.60

—

Standard deviation, backtest period (backtest)

21.70%

—

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

20.73%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

9.00%

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