Side-by-side comparison

Compare investment strategies

Treasury Blend or Top-2 Sector 2x Rotation 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, leveraged etfs, sector rotation, tactical allocation, trend/mean‑reversion, 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)

-0.07

—

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

1.86

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

33.79

—

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

37.87

—

Daily win rate, backtest period (backtest)

54.04%

—

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

53.58%

—

Backtest

Backtest final value (from $10,000)

$4.2M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$92k

—

Returns

Backtest length

3,775

—

Out-of-sample length

685

—

Return, backtest period (annualized) (backtest)

49.72%

—

Return, backtest period (cumulative) (backtest)

42k%

—

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

26.93%

67.14%

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

91.38%

4.80%

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

2.65%

—

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

3.21%

4.80%

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

-1.38%

—

Return, trailing 1 year (backtest)

-2.89%

—

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

-2.90%

0.00%

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

-1.16%

—

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

29.93%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.70

—

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

0.79

53.07

Maximum drawdown, backtest period (backtest)

-71.43%

—

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

-34.17%

-1.27%

Sharpe ratio, backtest period (backtest)

1.11

—

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

0.79

4.69

Sortino ratio, backtest period (backtest)

1.64

—

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

1.15

—

Standard deviation, backtest period (backtest)

46.05%

—

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

40.70%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

216

—

Rebalance corridor width

10.00%

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