Side-by-side comparison

Compare investment strategies

3x Tech/Semis with UVXY Switch and EM/Gold Miner Sleeves 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)

em, gold miners, leveraged etfs, momentum (rsi), regime switching, tactical rotation, treasuries, trend-following, vix/volatility

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)

0.63

—

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

1.00

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

58.47

—

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

58.53

—

Daily win rate, backtest period (backtest)

60.92%

—

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

57.07%

—

Backtest

Backtest final value (from $10,000)

$21.1M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$267k

—

Returns

Backtest length

1,126

—

Out-of-sample length

205

—

Return, backtest period (annualized) (backtest)

454.05%

—

Return, backtest period (cumulative) (backtest)

211k%

—

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

104.54%

3.62%

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

79.49%

2.81%

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

-1.55%

—

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

-1.56%

0.34%

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

-4.34%

—

Return, trailing 1 year (backtest)

92.73%

—

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

0.00%

86.44%

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

-5.48%

—

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

18.01%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

29.39

—

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

7.55

331.36

Maximum drawdown, backtest period (backtest)

-15.45%

—

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

-13.85%

-0.01%

Sharpe ratio, backtest period (backtest)

4.04

—

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

1.85

18.06

Sortino ratio, backtest period (backtest)

8.14

—

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

2.91

—

Standard deviation, backtest period (backtest)

44.94%

—

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

44.18%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

469

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

130

—

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