Side-by-side comparison

Compare investment strategies

2x S&P plus Global Stocks with T-Bill/VIX Safety 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)

daily rebalance, global equities, leveraged etfs, rsi signals, t-bills, tactical allocation, trend following, 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)

-0.06

—

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

1.23

—

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

0.89

—

Trading activity

Annualized turnover, backtest period (backtest)

15.70

—

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

14.04

—

Daily win rate, backtest period (backtest)

54.18%

—

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

53.97%

—

Backtest

Backtest final value (from $10,000)

$440k

—

Backtest regulatory fees

$771

—

Backtest slippage cost

$5,516

—

Returns

Backtest length

3,970

—

Out-of-sample length

365

—

Return, backtest period (annualized) (backtest)

27.14%

—

Return, backtest period (cumulative) (backtest)

4296%

—

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

27.05%

3.62%

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

40.78%

2.81%

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

-1.58%

—

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

2.18%

0.34%

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

-2.28%

—

Return, trailing 1 year (backtest)

10.90%

—

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

13.84%

86.44%

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

-2.12%

—

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

4.03%

0.95%

SPY annualized return over the backtest window (backtest)

14.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.19

—

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

2.61

331.36

Maximum drawdown, backtest period (backtest)

-22.79%

—

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

-10.36%

-0.01%

Sharpe ratio, backtest period (backtest)

1.32

—

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

1.49

18.06

Sortino ratio, backtest period (backtest)

1.99

—

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

1.99

—

Standard deviation, backtest period (backtest)

19.59%

—

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

17.12%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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