Side-by-side comparison

Compare investment strategies

X3 Combo 3x Stocks with Treasury and Dollar Defense vs Macro-Filtered Short-Term Momentum with Mean Reversion

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)

leveraged etfs, momentum/trend, regime switching, risk management, tactical asset allocation, volatility targeting

daily rebalance, long/short, macro regime rotation, momentum + mean reversion, multi-asset, risk-managed, tactical etf, volatility hedging

Asset classes / instruments

equities

Market-relative

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

-0.13

—

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

1.84

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

19.02

—

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

24.78

—

Daily win rate, backtest period (backtest)

55.75%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$6.1M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$87k

—

Returns

Backtest length

3,930

—

Out-of-sample length

690

—

Return, backtest period (annualized) (backtest)

50.89%

—

Return, backtest period (cumulative) (backtest)

61k%

—

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

19.64%

76.55%

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

62.81%

3.91%

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

-2.53%

—

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

-0.06%

0.00%

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

-1.53%

—

Return, trailing 1 year (backtest)

10.61%

—

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

11.46%

0.00%

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

-1.11%

—

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

-1.27%

0.00%

SPY annualized return over the backtest window (backtest)

13.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.12

—

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

0.43

180.23

Maximum drawdown, backtest period (backtest)

-45.50%

—

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

-45.50%

-0.42%

Sharpe ratio, backtest period (backtest)

1.34

—

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

0.70

9.00

Sortino ratio, backtest period (backtest)

1.96

—

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

0.92

—

Standard deviation, backtest period (backtest)

35.45%

—

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

34.45%

6.75%

Quality

Community review status

ACTIVE

—

Holdings

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

0.37

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

—

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