Side-by-side comparison

Compare investment strategies

2-Day RSI TQQQ Reversal Switch with Inverse Hedge vs Domestic Leveraged Sector Trend 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)

inverse etfs, leveraged etfs, market timing, momentum, rsi, semiconductors, swing, tactical, tech, volatility

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

-0.02

—

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

1.36

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

42.35

—

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

40.55

—

Daily win rate, backtest period (backtest)

55.11%

—

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

55.89%

—

Backtest

Backtest final value (from $10,000)

$416k

—

Backtest regulatory fees

$1,534

—

Backtest slippage cost

$12k

—

Returns

Backtest length

3,760

—

Out-of-sample length

807

—

Return, backtest period (annualized) (backtest)

28.37%

—

Return, backtest period (cumulative) (backtest)

4057%

—

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

22.85%

67.14%

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

93.46%

4.80%

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

0.49%

—

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

2.14%

4.80%

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

-2.17%

—

Return, trailing 1 year (backtest)

13.43%

—

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

13.43%

0.00%

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

-1.53%

—

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

2.50%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.07

—

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

1.06

53.07

Maximum drawdown, backtest period (backtest)

-26.60%

—

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

-21.65%

-1.27%

Sharpe ratio, backtest period (backtest)

1.04

—

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

0.87

4.69

Sortino ratio, backtest period (backtest)

1.64

—

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

1.41

—

Standard deviation, backtest period (backtest)

27.74%

—

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

28.02%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.86

—

Construction

Logic complexity (node count)

112

—

Rebalance corridor width

1.00%

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