Side-by-side comparison

Compare investment strategies

4x S&P Trend, Semis Long/Short, T-Bill Default 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 etfs, risk-on/risk-off, s&p 500, semiconductors, tactical allocation, trend + mean reversion, 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)

-0.08

—

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

2.51

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

52.91

—

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

57.21

—

Daily win rate, backtest period (backtest)

60.36%

—

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

58.10%

—

Backtest

Backtest final value (from $10,000)

$23k

—

Backtest regulatory fees

$72

—

Backtest slippage cost

$528

—

Returns

Backtest length

719

—

Out-of-sample length

599

—

Return, backtest period (annualized) (backtest)

34.37%

—

Return, backtest period (cumulative) (backtest)

132.56%

—

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

16.20%

3.62%

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

42.45%

2.81%

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

0.01%

—

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

2.96%

0.34%

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

-2.19%

—

Return, trailing 1 year (backtest)

6.67%

—

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

7.67%

86.44%

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

-2.49%

—

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

30.09%

0.95%

SPY annualized return over the backtest window (backtest)

21.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.82

—

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

0.38

331.36

Maximum drawdown, backtest period (backtest)

-42.10%

—

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

-42.12%

-0.01%

Sharpe ratio, backtest period (backtest)

0.76

—

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

0.55

18.06

Sortino ratio, backtest period (backtest)

1.27

—

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

0.88

—

Standard deviation, backtest period (backtest)

66.58%

—

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

71.61%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

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