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Compare investment strategies

14-Day RSI Most Oversold: S&P, Nasdaq, Bonds, Bitcoin 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)

bitcoin, inverse etfs, leveraged etfs, rsi contrarian, tactical rotation, tech (nasdaq), treasuries, trend filters, us stocks

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)

0.04

—

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

1.50

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

71.07

—

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

66.37

—

Daily win rate, backtest period (backtest)

51.22%

—

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

51.95%

—

Backtest

Backtest final value (from $10,000)

$71k

—

Backtest regulatory fees

$420

—

Backtest slippage cost

$2,934

—

Returns

Backtest length

1,234

—

Out-of-sample length

691

—

Return, backtest period (annualized) (backtest)

49.08%

—

Return, backtest period (cumulative) (backtest)

607.66%

—

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

29.52%

3.62%

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

103.45%

2.81%

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

-0.06%

—

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

-2.38%

0.34%

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

0.39%

—

Return, trailing 1 year (backtest)

-31.03%

—

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

-31.03%

86.44%

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

-0.32%

—

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

-6.59%

0.95%

SPY annualized return over the backtest window (backtest)

12.42%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.29

—

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

0.78

331.36

Maximum drawdown, backtest period (backtest)

-37.90%

—

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

-37.90%

-0.01%

Sharpe ratio, backtest period (backtest)

1.13

—

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

0.82

18.06

Sortino ratio, backtest period (backtest)

1.93

—

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

1.36

—

Standard deviation, backtest period (backtest)

43.58%

—

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

42.11%

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

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