Side-by-side comparison

Compare investment strategies

VIX-Filtered 3x Dip Buyer, UVXY, Bond Parking 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, momentum/regime filter, risk‑on/off, tactical allocation, 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)

0.27

—

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

1.89

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

54.93

—

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

52.58

—

Daily win rate, backtest period (backtest)

55.68%

—

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

56.86%

—

Backtest

Backtest final value (from $10,000)

$237.0M

—

Backtest regulatory fees

$446k

—

Backtest slippage cost

$4.2M

—

Returns

Backtest length

3,770

—

Out-of-sample length

969

—

Return, backtest period (annualized) (backtest)

96.04%

—

Return, backtest period (cumulative) (backtest)

2370k%

—

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

70.81%

67.14%

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

685.28%

4.80%

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

-0.66%

—

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

-4.78%

4.80%

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

-0.44%

—

Return, trailing 1 year (backtest)

98.46%

—

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

98.43%

0.00%

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

-0.45%

—

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

4.77%

0.00%

SPY annualized return over the backtest window (backtest)

15.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.45

—

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

1.81

53.07

Maximum drawdown, backtest period (backtest)

-39.17%

—

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

-39.18%

-1.27%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.37

4.69

Sortino ratio, backtest period (backtest)

3.05

—

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

2.22

—

Standard deviation, backtest period (backtest)

43.37%

—

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

47.10%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

193

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

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