Side-by-side comparison

Compare investment strategies

3x Uptrends with VIX, Treasury and Gold 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)

leveraged equities, tactical allocation, treasuries, 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)

0.06

—

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

0.74

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

25.81

—

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

27.10

—

Daily win rate, backtest period (backtest)

59.53%

—

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

56.71%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$4,677

—

Backtest slippage cost

$35k

—

Returns

Backtest length

3,200

—

Out-of-sample length

857

—

Return, backtest period (annualized) (backtest)

50.82%

—

Return, backtest period (cumulative) (backtest)

18k%

—

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

23.27%

3.62%

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

103.87%

2.81%

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

0.16%

—

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

2.92%

0.34%

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

0.64%

—

Return, trailing 1 year (backtest)

8.60%

—

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

8.60%

86.44%

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

0.56%

—

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

7.20%

0.95%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.97

—

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

1.82

331.36

Maximum drawdown, backtest period (backtest)

-12.79%

—

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

-12.79%

-0.01%

Sharpe ratio, backtest period (backtest)

2.50

—

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

1.45

18.06

Sortino ratio, backtest period (backtest)

4.81

—

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

2.28

—

Standard deviation, backtest period (backtest)

17.00%

—

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

15.28%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

1,602

—

Rebalance corridor width

2.00%

9.00%

Rebalance frequency

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