Side-by-side comparison

Compare investment strategies

YINN 3x China 50 Single-ETF Position vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

3x leveraged etf, china large-cap equities, high volatility, single-asset, tactical/short-term

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)

0.19

—

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

1.90

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

Daily win rate, backtest period (backtest)

49.60%

—

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

49.71%

—

Backtest

Backtest final value (from $10,000)

$426

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,050

—

Out-of-sample length

682

—

Return, backtest period (annualized) (backtest)

-17.82%

—

Return, backtest period (cumulative) (backtest)

-95.74%

—

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

27.16%

261.52%

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

91.80%

6.85%

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

6.94%

—

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

-4.52%

1.95%

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

9.06%

—

Return, trailing 1 year (backtest)

-49.47%

—

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

-49.47%

0.00%

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

1.53%

—

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

2.29%

6.14%

SPY annualized return over the backtest window (backtest)

15.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

-0.18

—

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

0.44

376.45

Maximum drawdown, backtest period (backtest)

-98.87%

—

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

-62.16%

-0.69%

Sharpe ratio, backtest period (backtest)

0.13

—

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

0.70

7.79

Sortino ratio, backtest period (backtest)

0.20

—

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

1.06

—

Standard deviation, backtest period (backtest)

77.79%

—

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

81.09%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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