Side-by-side comparison

Compare investment strategies

3x Dip-Buys, Crash Catcher, KMLM Risk Gate 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, mean reversion, risk management, tactical allocation, trend following, volatility hedging

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)

0.20

—

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

0.77

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

69.58

—

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

69.89

—

Daily win rate, backtest period (backtest)

62.82%

—

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

61.20%

—

Backtest

Backtest final value (from $10,000)

$311k

—

Backtest regulatory fees

$866

—

Backtest slippage cost

$7,126

—

Returns

Backtest length

944

—

Out-of-sample length

366

—

Return, backtest period (annualized) (backtest)

150.18%

—

Return, backtest period (cumulative) (backtest)

3015%

—

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

29.60%

3.62%

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

44.98%

2.81%

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

7.59%

—

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

-0.71%

0.34%

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

10.83%

—

Return, trailing 1 year (backtest)

29.00%

—

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

2.62%

86.44%

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

8.64%

—

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

6.06%

0.95%

SPY annualized return over the backtest window (backtest)

20.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.81

—

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

1.14

331.36

Maximum drawdown, backtest period (backtest)

-25.86%

—

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

-25.86%

-0.01%

Sharpe ratio, backtest period (backtest)

2.22

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

4.81

—

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

1.48

—

Standard deviation, backtest period (backtest)

45.88%

—

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

36.75%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.81

—

Construction

Logic complexity (node count)

412

—

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