Side-by-side comparison

Compare investment strategies

Top-3 Playbooks: 3x Stocks or Bond/Vol Havens 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)

bonds, equities, leveraged etfs, risk-on/off, tactical allocation, trend-following, volatility hedging

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)

0.00

—

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

0.91

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

67.86

—

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

60.10

—

Daily win rate, backtest period (backtest)

58.30%

—

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

54.15%

—

Backtest

Backtest final value (from $10,000)

$3.6M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$132k

—

Returns

Backtest length

2,139

—

Out-of-sample length

530

—

Return, backtest period (annualized) (backtest)

100.07%

—

Return, backtest period (cumulative) (backtest)

36k%

—

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

17.29%

67.14%

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

39.42%

4.80%

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

-0.81%

—

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

1.87%

4.80%

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

-2.79%

—

Return, trailing 1 year (backtest)

0.29%

—

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

12.23%

0.00%

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

-1.89%

—

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

-5.56%

0.00%

SPY annualized return over the backtest window (backtest)

14.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.74

—

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

0.47

53.07

Maximum drawdown, backtest period (backtest)

-36.48%

—

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

-36.48%

-1.27%

Sharpe ratio, backtest period (backtest)

2.49

—

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

0.74

4.69

Sortino ratio, backtest period (backtest)

4.61

—

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

1.00

—

Standard deviation, backtest period (backtest)

29.56%

—

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

26.24%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

4,032

—

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