Side-by-side comparison

Compare investment strategies

Three-Index Absolute Momentum with Bond Fallback 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)

defensive overlay, momentum, risk-managed equities, tactical asset allocation, trend-following

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)

0.09

—

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

0.41

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

4.96

—

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

3.10

—

Daily win rate, backtest period (backtest)

54.65%

—

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

54.81%

—

Backtest

Backtest final value (from $10,000)

$38k

—

Backtest regulatory fees

$42

—

Backtest slippage cost

$325

—

Returns

Backtest length

4,878

—

Out-of-sample length

405

—

Return, backtest period (annualized) (backtest)

7.12%

—

Return, backtest period (cumulative) (backtest)

278.98%

—

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

20.39%

3.62%

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

34.26%

2.81%

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

-0.80%

—

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

1.96%

0.34%

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

-1.19%

—

Return, trailing 1 year (backtest)

8.50%

—

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

10.59%

6.30%

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

-1.59%

—

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

0.87%

0.95%

SPY annualized return over the backtest window (backtest)

10.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.25

—

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

2.99

331.36

Maximum drawdown, backtest period (backtest)

-28.21%

—

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

-6.82%

-0.01%

Sharpe ratio, backtest period (backtest)

0.57

—

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

1.58

18.06

Sortino ratio, backtest period (backtest)

0.79

—

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

2.23

—

Standard deviation, backtest period (backtest)

13.69%

—

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

12.22%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

monthly

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