Side-by-side comparison

Compare investment strategies

200-Day Trend Gate: 3x Tech, SOXS or VIX 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)

cross-asset signals, leveraged etfs, mean reversion, tactical momentum, trend filter, 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)

-0.02

—

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

4.12

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

96.50

—

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

98.38

—

Daily win rate, backtest period (backtest)

55.90%

—

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

53.65%

—

Backtest

Backtest final value (from $10,000)

$265.3M

—

Backtest regulatory fees

$800k

—

Backtest slippage cost

$7.7M

—

Returns

Backtest length

1,465

—

Out-of-sample length

520

—

Return, backtest period (annualized) (backtest)

475.99%

—

Return, backtest period (cumulative) (backtest)

2652k%

—

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

22.18%

3.62%

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

50.58%

2.81%

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

-12.76%

—

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

-16.48%

0.34%

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

-7.11%

—

Return, trailing 1 year (backtest)

146.68%

—

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

143.93%

86.44%

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

-14.14%

—

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

8.58%

0.95%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.73

—

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

0.27

331.36

Maximum drawdown, backtest period (backtest)

-83.07%

—

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

-83.07%

-0.01%

Sharpe ratio, backtest period (backtest)

2.32

—

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

0.70

18.06

Sortino ratio, backtest period (backtest)

3.85

—

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

0.99

—

Standard deviation, backtest period (backtest)

95.10%

—

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

103.53%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

314

—

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