Side-by-side comparison

Compare investment strategies

30% Leveraged Dip-Buys, 70% Long/Short Treasury Hedge 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)

bond rotation, leveraged etfs, tactical allocation, trend + mean-reversion, volatility hedged

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)

1.39

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

50.55

—

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

42.04

—

Daily win rate, backtest period (backtest)

58.47%

—

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

56.03%

—

Backtest

Backtest final value (from $10,000)

$24.8M

—

Backtest regulatory fees

$65k

—

Backtest slippage cost

$585k

—

Returns

Backtest length

2,196

—

Out-of-sample length

539

—

Return, backtest period (annualized) (backtest)

145.07%

—

Return, backtest period (cumulative) (backtest)

248k%

—

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

23.66%

3.62%

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

56.84%

2.81%

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

-1.54%

—

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

3.30%

0.34%

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

0.78%

—

Return, trailing 1 year (backtest)

5.70%

—

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

5.95%

86.44%

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

1.07%

—

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

8.87%

0.95%

SPY annualized return over the backtest window (backtest)

13.81%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.18

—

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

1.01

331.36

Maximum drawdown, backtest period (backtest)

-23.49%

—

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

-23.49%

-0.01%

Sharpe ratio, backtest period (backtest)

2.40

—

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

0.75

18.06

Sortino ratio, backtest period (backtest)

6.57

—

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

1.49

—

Standard deviation, backtest period (backtest)

40.49%

—

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

36.29%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

444

—

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