Side-by-side comparison

Compare investment strategies

50/50 TQQQ Timing and 3x Bond/Tech Switch vs Domestic Leveraged Sector Trend Rotation

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, momentum, risk-on/risk-off, tactical allocation, tech and treasuries, trend following

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

1.63

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

37.04

—

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

31.20

—

Daily win rate, backtest period (backtest)

57.52%

—

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

55.71%

—

Backtest

Backtest final value (from $10,000)

$1.9B

—

Backtest regulatory fees

$2.8M

—

Backtest slippage cost

$26.6M

—

Returns

Backtest length

4,171

—

Out-of-sample length

517

—

Return, backtest period (annualized) (backtest)

108.52%

—

Return, backtest period (cumulative) (backtest)

19221k%

—

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

37.49%

67.14%

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

92.40%

4.80%

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

0.83%

—

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

10.15%

4.80%

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

1.05%

—

Return, trailing 1 year (backtest)

48.87%

—

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

48.84%

0.00%

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

-1.13%

—

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

13.42%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.72

—

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

1.04

53.07

Maximum drawdown, backtest period (backtest)

-39.97%

—

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

-36.12%

-1.27%

Sharpe ratio, backtest period (backtest)

1.99

—

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

1.02

4.69

Sortino ratio, backtest period (backtest)

3.17

—

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

1.47

—

Standard deviation, backtest period (backtest)

41.14%

—

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

38.84%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

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