Side-by-side comparison

Compare investment strategies

Ultra-Aggressive Volatility and 3x Dip Switcher 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)

crash protection, leveraged etfs, managed futures, tactical allocation, trend/mean‑reversion, volatility trading

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)

0.25

—

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

1.17

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

57.32

—

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

55.84

—

Daily win rate, backtest period (backtest)

54.52%

—

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

51.55%

—

Backtest

Backtest final value (from $10,000)

$39k

—

Backtest regulatory fees

$91

—

Backtest slippage cost

$642

—

Returns

Backtest length

598

—

Out-of-sample length

291

—

Return, backtest period (annualized) (backtest)

76.95%

—

Return, backtest period (cumulative) (backtest)

288.26%

—

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

47.11%

67.14%

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

54.98%

4.80%

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

1.83%

—

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

1.62%

4.80%

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

-1.09%

—

Return, trailing 1 year (backtest)

49.09%

—

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

44.79%

0.00%

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

0.48%

—

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

23.59%

0.00%

SPY annualized return over the backtest window (backtest)

18.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.86

—

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

2.26

53.07

Maximum drawdown, backtest period (backtest)

-26.92%

—

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

-20.86%

-1.27%

Sharpe ratio, backtest period (backtest)

1.47

—

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

1.15

4.69

Sortino ratio, backtest period (backtest)

2.38

—

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

1.81

—

Standard deviation, backtest period (backtest)

45.89%

—

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

40.61%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

3,706

—

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