Side-by-side comparison

Compare investment strategies

3x Semis Bulls with Inverse and Volatility Hedges 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)

daily rebalanced, leveraged etfs, momentum/mean reversion, risk-on/risk-off, semiconductors, tactical allocation, tech-heavy, 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)

0.05

—

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

1.52

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

96.57

—

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

96.84

—

Daily win rate, backtest period (backtest)

54.00%

—

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

53.11%

—

Backtest

Backtest final value (from $10,000)

$223k

—

Backtest regulatory fees

$1,455

—

Backtest slippage cost

$12k

—

Returns

Backtest length

1,126

—

Out-of-sample length

998

—

Return, backtest period (annualized) (backtest)

100.20%

—

Return, backtest period (cumulative) (backtest)

2130%

—

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

19.99%

3.62%

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

105.94%

2.81%

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

-0.81%

—

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

7.78%

0.34%

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

0.59%

—

Return, trailing 1 year (backtest)

27.03%

—

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

27.03%

86.44%

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

-2.20%

—

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

18.90%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.70

—

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

0.34

331.36

Maximum drawdown, backtest period (backtest)

-59.04%

—

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

-59.04%

-0.01%

Sharpe ratio, backtest period (backtest)

1.36

—

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

0.61

18.06

Sortino ratio, backtest period (backtest)

2.11

—

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

0.88

—

Standard deviation, backtest period (backtest)

68.39%

—

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

62.02%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

101

—

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