Side-by-side comparison

Compare investment strategies

1.5x Nasdaq Trend with Semis and Volatility Swings vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

200-day trend filter, leveraged etfs, nasdaq, rsi/overbought, semiconductors, tactical timing, volatility hedge

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.21

—

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

1.23

—

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

0.24

—

Trading activity

Annualized turnover, backtest period (backtest)

107.96

—

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

108.11

—

Daily win rate, backtest period (backtest)

54.33%

—

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

53.52%

—

Backtest

Backtest final value (from $10,000)

$44.4M

—

Backtest regulatory fees

$234k

—

Backtest slippage cost

$2.2M

—

Returns

Backtest length

1,465

—

Out-of-sample length

525

—

Return, backtest period (annualized) (backtest)

323.58%

—

Return, backtest period (cumulative) (backtest)

444k%

—

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

14.93%

3.62%

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

33.27%

2.81%

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

-3.77%

—

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

-12.59%

0.34%

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

-12.90%

—

Return, trailing 1 year (backtest)

-14.25%

—

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

33.58%

86.44%

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

-12.66%

—

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

-1.19%

0.95%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.44

—

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

0.21

331.36

Maximum drawdown, backtest period (backtest)

-72.81%

—

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

-72.81%

-0.01%

Sharpe ratio, backtest period (backtest)

2.23

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

3.80

—

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

0.74

—

Standard deviation, backtest period (backtest)

78.76%

—

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

84.63%

0.20%

Quality

Community review status

REJECTED

—

Holdings

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

0.83

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

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