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Compare investment strategies

200-Day MA 3x Tech, PSQ/UVXY (All-In) 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)

leveraged etfs, market timing, momentum (rsi), tactical allocation, tech/nasdaq concentration, trend-following, volatility trading

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)

-0.00

—

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

3.37

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

19.49

—

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

13.32

—

Daily win rate, backtest period (backtest)

56.61%

—

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

56.24%

—

Backtest

Backtest final value (from $10,000)

$743.3M

—

Backtest regulatory fees

$532k

—

Backtest slippage cost

$5.1M

—

Returns

Backtest length

3,775

—

Out-of-sample length

889

—

Return, backtest period (annualized) (backtest)

111.39%

—

Return, backtest period (cumulative) (backtest)

7433k%

—

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

75.46%

3.62%

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

628.40%

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)

27.23%

—

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

27.22%

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)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.08

—

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

1.41

331.36

Maximum drawdown, backtest period (backtest)

-53.57%

—

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

-53.57%

-0.01%

Sharpe ratio, backtest period (backtest)

1.60

—

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

1.27

18.06

Sortino ratio, backtest period (backtest)

2.59

—

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

1.93

—

Standard deviation, backtest period (backtest)

56.59%

—

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

57.07%

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

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

921

—

Watchers

327

—

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