Side-by-side comparison

Compare investment strategies

Zip Zap Buy the Dip Sell the Rip 3x Strategy 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)

bonds/cash, gold, inverse/volatility hedges, leveraged etfs, market-timing, rsi/mean-reversion, s&p 500, tactical, tech/semis, trend-following, us dollar

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)

0.28

—

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

2.50

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

59.60

—

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

43.85

—

Daily win rate, backtest period (backtest)

56.97%

—

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

54.94%

—

Backtest

Backtest final value (from $10,000)

$272.5B

—

Backtest regulatory fees

$353.4M

—

Backtest slippage cost

$2.6B

—

Returns

Backtest length

3,398

—

Out-of-sample length

506

—

Return, backtest period (annualized) (backtest)

255.84%

—

Return, backtest period (cumulative) (backtest)

2724683k%

—

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

68.61%

261.52%

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

186.07%

6.85%

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

1.70%

—

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

12.76%

1.95%

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

1.42%

—

Return, trailing 1 year (backtest)

96.01%

—

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

95.20%

0.00%

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

7.07%

—

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

27.11%

6.14%

SPY annualized return over the backtest window (backtest)

14.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.20

—

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

1.40

376.45

Maximum drawdown, backtest period (backtest)

-49.17%

—

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

-49.17%

-0.69%

Sharpe ratio, backtest period (backtest)

2.51

—

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

1.09

7.79

Sortino ratio, backtest period (backtest)

4.66

—

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

1.90

—

Standard deviation, backtest period (backtest)

56.85%

—

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

67.06%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

288

—

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