Side-by-side comparison

Compare investment strategies

XLK vs XLP Tech Strength Switch with QLD 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)

leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, trend-following

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)

0.03

—

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

1.45

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

22.14

—

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

27.17

—

Daily win rate, backtest period (backtest)

47.89%

—

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

60.89%

—

Backtest

Backtest final value (from $10,000)

$2.5M

—

Backtest regulatory fees

$5,732

—

Backtest slippage cost

$43k

—

Returns

Backtest length

4,872

—

Out-of-sample length

946

—

Return, backtest period (annualized) (backtest)

33.13%

—

Return, backtest period (cumulative) (backtest)

25k%

—

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

33.33%

3.62%

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

194.78%

2.81%

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

0.90%

—

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

9.41%

0.34%

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

0.30%

—

Return, trailing 1 year (backtest)

14.35%

—

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

14.35%

6.30%

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

1.52%

—

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

10.14%

0.95%

SPY annualized return over the backtest window (backtest)

10.78%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.25

—

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

1.47

331.36

Maximum drawdown, backtest period (backtest)

-26.54%

—

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

-22.60%

-0.01%

Sharpe ratio, backtest period (backtest)

1.10

—

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

1.07

18.06

Sortino ratio, backtest period (backtest)

1.69

—

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

1.65

—

Standard deviation, backtest period (backtest)

30.05%

—

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

31.47%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

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