Side-by-side comparison

Compare investment strategies

3x Leveraged RSI Switcher (KMLM vs Tech) 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 etf rotation, mean‑reversion, momentum, risk‑on/risk‑off, tactical allocation, volatility timing

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)

1.30

—

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

1.56

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

81.03

—

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

81.95

—

Daily win rate, backtest period (backtest)

56.57%

—

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

54.58%

—

Backtest

Backtest final value (from $10,000)

$66.3M

—

Backtest regulatory fees

$115k

—

Backtest slippage cost

$1.1M

—

Returns

Backtest length

1,126

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

615.25%

—

Return, backtest period (cumulative) (backtest)

663k%

—

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

249.33%

3.62%

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

1495%

2.81%

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

-1.28%

—

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

0.64%

0.34%

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

-7.55%

—

Return, trailing 1 year (backtest)

103.41%

—

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

103.35%

86.44%

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

-3.43%

—

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

40.21%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

19.58

—

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

7.93

331.36

Maximum drawdown, backtest period (backtest)

-31.42%

—

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

-31.42%

-0.01%

Sharpe ratio, backtest period (backtest)

2.93

—

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

1.93

18.06

Sortino ratio, backtest period (backtest)

5.21

—

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

3.22

—

Standard deviation, backtest period (backtest)

77.51%

—

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

81.80%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

207

—

Watchers

132

—

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