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Compare investment strategies

3x Nasdaq/Semis/Tech Long-Short on Heat Change, UVXY vs AutoSignals TQQQ vs SH Trend Switch

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)

contrarian, inverse etfs, leveraged etfs, rsi/momentum, tactical rotation, tech/semis focus, volatility hedge

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.24

—

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

2.94

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

47.00

—

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

59.12

—

Daily win rate, backtest period (backtest)

55.70%

—

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

54.17%

—

Backtest

Backtest final value (from $10,000)

$29.5B

—

Backtest regulatory fees

$180.7M

—

Backtest slippage cost

$1.7B

—

Returns

Backtest length

3,781

—

Out-of-sample length

576

—

Return, backtest period (annualized) (backtest)

169.85%

—

Return, backtest period (cumulative) (backtest)

295234k%

—

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

13.13%

147.30%

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

32.25%

8.62%

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

-9.61%

—

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

6.42%

8.61%

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

-24.62%

—

Return, trailing 1 year (backtest)

-63.58%

—

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

-43.85%

0.00%

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

-33.67%

—

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

14.91%

0.00%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.34

—

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

0.18

173.27

Maximum drawdown, backtest period (backtest)

-72.66%

—

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

-72.67%

-0.85%

Sharpe ratio, backtest period (backtest)

1.78

—

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

0.53

6.68

Sortino ratio, backtest period (backtest)

2.95

—

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

0.50

—

Standard deviation, backtest period (backtest)

69.05%

—

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

74.79%

14.34%

Quality

Community review status

REJECTED

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

139

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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