Side-by-side comparison

Compare investment strategies

Wheat (WEAT) Trend with S&P/Nasdaq Long-Short Overlay vs Rising Rates Volatility Switch Risk-Parity Mix

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)

defensive rotation, long/short overlay, momentum & mean reversion, risk-managed, tactical multi-asset, trend following, wheat-focused

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

0.71

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

16.40

—

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

13.28

—

Daily win rate, backtest period (backtest)

55.41%

—

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

56.38%

—

Backtest

Backtest final value (from $10,000)

$65k

—

Backtest regulatory fees

$137

—

Backtest slippage cost

$998

—

Returns

Backtest length

2,846

—

Out-of-sample length

972

—

Return, backtest period (annualized) (backtest)

17.97%

—

Return, backtest period (cumulative) (backtest)

547.19%

—

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

18.45%

3.62%

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

92.29%

2.81%

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

0.47%

—

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

2.05%

0.34%

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

0.80%

—

Return, trailing 1 year (backtest)

21.43%

—

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

21.43%

6.30%

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

0.80%

—

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

3.79%

0.95%

SPY annualized return over the backtest window (backtest)

14.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.06

—

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

1.17

331.36

Maximum drawdown, backtest period (backtest)

-16.91%

—

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

-15.78%

-0.01%

Sharpe ratio, backtest period (backtest)

1.16

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

1.80

—

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

2.13

—

Standard deviation, backtest period (backtest)

15.24%

—

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

13.88%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

4,314

—

Rebalance corridor width

7.00%

5.00%

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