Side-by-side comparison

Compare investment strategies

5/20 Bitcoin Ribbon with Biotech and Inverse Nasdaq 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)

biotech, crypto, leveraged etfs, risk-on/off, tactical rotation, tech, 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)

0.49

—

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

1.02

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

43.67

—

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

42.98

—

Daily win rate, backtest period (backtest)

52.40%

—

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

52.77%

—

Backtest

Backtest final value (from $10,000)

$335k

—

Backtest regulatory fees

$795

—

Backtest slippage cost

$6,051

—

Returns

Backtest length

1,229

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

105.36%

—

Return, backtest period (cumulative) (backtest)

3253%

—

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

68.99%

3.62%

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

318.05%

2.81%

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

0.64%

—

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

4.82%

0.34%

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

-2.48%

—

Return, trailing 1 year (backtest)

27.91%

—

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

27.91%

86.44%

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

-2.24%

—

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

15.23%

0.95%

SPY annualized return over the backtest window (backtest)

12.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.85

—

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

1.21

331.36

Maximum drawdown, backtest period (backtest)

-56.89%

—

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

-56.89%

-0.01%

Sharpe ratio, backtest period (backtest)

1.39

—

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

1.13

18.06

Sortino ratio, backtest period (backtest)

2.46

—

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

2.17

—

Standard deviation, backtest period (backtest)

66.84%

—

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

61.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.78

—

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