Side-by-side comparison

Compare investment strategies

100% TQQQ Buy-and-Hold 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)

buy-and-hold, concentrated, high risk, leveraged equity, nasdaq-100, single-etf, us large-cap tech

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)

-0.11

—

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

3.76

—

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

0.95

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

—

Daily win rate, backtest period (backtest)

55.78%

—

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

57.27%

—

Backtest

Backtest final value (from $10,000)

$4.0M

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

4,190

—

Out-of-sample length

585

—

Return, backtest period (annualized) (backtest)

43.29%

—

Return, backtest period (cumulative) (backtest)

40k%

—

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

47.16%

3.62%

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

145.57%

2.81%

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

1.31%

—

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

13.82%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

51.01%

—

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

51.01%

86.44%

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

2.11%

—

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

6.68%

0.95%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.53

—

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

0.81

331.36

Maximum drawdown, backtest period (backtest)

-81.66%

—

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

-58.04%

-0.01%

Sharpe ratio, backtest period (backtest)

0.90

—

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

0.92

18.06

Sortino ratio, backtest period (backtest)

1.28

—

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

1.34

—

Standard deviation, backtest period (backtest)

61.07%

—

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

64.24%

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

—

9.00%

Rebalance frequency

yearly

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