Side-by-side comparison

Compare investment strategies

3x Beefier Leveraged ETF Minimum Drawdown 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, multi-asset, rate regime, tactical allocation, trend + mean reversion, 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)

0.21

—

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

1.04

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

83.69

—

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

71.19

—

Daily win rate, backtest period (backtest)

58.18%

—

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

54.12%

—

Backtest

Backtest final value (from $10,000)

$25.4B

—

Backtest regulatory fees

$108.0M

—

Backtest slippage cost

$1.0B

—

Returns

Backtest length

2,996

—

Out-of-sample length

959

—

Return, backtest period (annualized) (backtest)

245.53%

—

Return, backtest period (cumulative) (backtest)

253624k%

—

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

36.14%

3.62%

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

223.89%

2.81%

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

-0.54%

—

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

2.10%

0.34%

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

7.65%

—

Return, trailing 1 year (backtest)

11.96%

—

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

11.92%

86.44%

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

4.25%

—

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

48.60%

0.95%

SPY annualized return over the backtest window (backtest)

13.84%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.54

—

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

0.67

331.36

Maximum drawdown, backtest period (backtest)

-54.07%

—

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

-54.08%

-0.01%

Sharpe ratio, backtest period (backtest)

2.92

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

5.43

—

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

1.39

—

Standard deviation, backtest period (backtest)

46.14%

—

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

46.68%

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)

1,479

—

Rebalance corridor width

8.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

148

—

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