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Compare investment strategies

Treasury Core with Leveraged Tech Swing Sleeve vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

crash-hedge, daily rebalance, leveraged etfs, market timing, risk-on/risk-off, tactical allocation, tech-heavy, trend-following

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.06

—

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

3.08

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

16.50

—

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

8.85

—

Daily win rate, backtest period (backtest)

56.37%

—

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

58.87%

—

Backtest

Backtest final value (from $10,000)

$4.6M

—

Backtest regulatory fees

$3,154

—

Backtest slippage cost

$24k

—

Returns

Backtest length

3,711

—

Out-of-sample length

710

—

Return, backtest period (annualized) (backtest)

51.66%

—

Return, backtest period (cumulative) (backtest)

46k%

—

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

67.42%

261.52%

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

328.00%

6.85%

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

0.42%

—

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

12.06%

1.95%

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

-3.80%

—

Return, trailing 1 year (backtest)

82.09%

—

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

82.08%

0.00%

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

-0.24%

—

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

2.91%

6.14%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.94

—

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

1.51

376.45

Maximum drawdown, backtest period (backtest)

-54.73%

—

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

-44.70%

-0.69%

Sharpe ratio, backtest period (backtest)

1.10

—

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

1.13

7.79

Sortino ratio, backtest period (backtest)

1.58

—

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

1.66

—

Standard deviation, backtest period (backtest)

48.66%

—

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

62.82%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

422

—

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