Side-by-side comparison

Compare investment strategies

TLT vs XLP Most-Oversold 5-Day RSI Switch vs 100% SGOV Treasury Bill Cash Holder

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

daily rebalancing, defensive etfs (treasuries, mean reversion, rsi rotation, staples)

capital preservation, cash management, low-risk income, treasury bills, ultra-short bond etf

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.06

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

25.07

—

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

25.69

—

Daily win rate, backtest period (backtest)

54.59%

—

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

55.25%

—

Backtest

Backtest final value (from $10,000)

$85k

—

Backtest regulatory fees

$177

—

Backtest slippage cost

$1,204

—

Returns

Backtest length

1,460

—

Out-of-sample length

362

—

Return, backtest period (annualized) (backtest)

44.58%

—

Return, backtest period (cumulative) (backtest)

747.64%

—

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

34.29%

3.61%

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

51.85%

0.76%

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

-1.81%

—

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

0.51%

0.32%

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

-2.15%

—

Return, trailing 1 year (backtest)

19.37%

—

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

22.92%

0.00%

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

-2.49%

—

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

-0.10%

0.00%

SPY annualized return over the backtest window (backtest)

15.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.00

—

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

4.59

45148.96

Maximum drawdown, backtest period (backtest)

-14.88%

—

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

-7.47%

-0.00%

Sharpe ratio, backtest period (backtest)

2.05

—

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

1.96

20.28

Sortino ratio, backtest period (backtest)

3.36

—

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

2.79

—

Standard deviation, backtest period (backtest)

18.84%

—

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

15.68%

0.18%

Quality

Community review status

ACTIVE

—

Holdings

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

0.27

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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