Side-by-side comparison

Compare investment strategies

Top Cap by MA/RSI: Strongest Big Stock, VIX Hedge 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)

daily rebalance, leveraged etfs, mean reversion, mega-cap stocks, momentum, rsi regime filter, tactical rotation, volatility hedge

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)

0.08

—

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

2.29

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

108.34

—

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

117.18

—

Daily win rate, backtest period (backtest)

54.27%

—

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

49.61%

—

Backtest

Backtest final value (from $10,000)

$289.3M

—

Backtest regulatory fees

$1.5M

—

Backtest slippage cost

$14.2M

—

Returns

Backtest length

2,854

—

Out-of-sample length

643

—

Return, backtest period (annualized) (backtest)

147.62%

—

Return, backtest period (cumulative) (backtest)

2893k%

—

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

33.98%

67.14%

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

111.19%

4.80%

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

0.71%

—

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

20.62%

4.80%

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

1.79%

—

Return, trailing 1 year (backtest)

20.99%

—

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

20.96%

0.00%

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

0.51%

—

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

28.89%

0.00%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.28

—

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

0.52

53.07

Maximum drawdown, backtest period (backtest)

-64.79%

—

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

-64.80%

-1.27%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.76

4.69

Sortino ratio, backtest period (backtest)

2.94

—

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

1.23

—

Standard deviation, backtest period (backtest)

63.60%

—

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

66.95%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

366

—

Watchers

151

—

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