Side-by-side comparison

Compare investment strategies

Vol-ey Wolley Tech, Treasury and Volatility Rotation vs Oil, Gas, Semis and Treasuries Short-Term Pair 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 hedging, dollar, gold, leveraged etfs, momentum, rates-driven bond timing, tactical multi-asset, treasuries, us stocks, volatility timing

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)

0.03

—

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

0.81

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

28.46

—

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

29.40

—

Daily win rate, backtest period (backtest)

59.66%

—

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

56.94%

—

Backtest

Backtest final value (from $10,000)

$1.7M

—

Backtest regulatory fees

$4,848

—

Backtest slippage cost

$36k

—

Returns

Backtest length

3,200

—

Out-of-sample length

864

—

Return, backtest period (annualized) (backtest)

49.83%

—

Return, backtest period (cumulative) (backtest)

17k%

—

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

20.09%

261.52%

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

87.48%

6.85%

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

0.34%

—

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

3.25%

1.95%

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

0.75%

—

Return, trailing 1 year (backtest)

6.52%

—

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

6.51%

0.00%

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

0.51%

—

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

8.99%

6.14%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.12

—

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

1.26

376.45

Maximum drawdown, backtest period (backtest)

-15.95%

—

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

-15.95%

-0.69%

Sharpe ratio, backtest period (backtest)

2.20

—

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

1.14

7.79

Sortino ratio, backtest period (backtest)

4.14

—

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

1.81

—

Standard deviation, backtest period (backtest)

19.24%

—

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

17.36%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

276

—

Rebalance corridor width

2.00%

—

Rebalance frequency

none

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