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Compare investment strategies

60/40 Defense/Offense TQQQ or Not with Top Stocks 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)

bond/fx timing, leveraged equity etfs, tactical allocation, trend & mean-reversion, volatility hedging

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)

0.29

—

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

1.26

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

74.03

—

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

79.32

—

Daily win rate, backtest period (backtest)

55.95%

—

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

52.10%

—

Backtest

Backtest final value (from $10,000)

$19.7B

—

Backtest regulatory fees

$65.9M

—

Backtest slippage cost

$635.1M

—

Returns

Backtest length

2,370

—

Out-of-sample length

643

—

Return, backtest period (annualized) (backtest)

366.55%

—

Return, backtest period (cumulative) (backtest)

196549k%

—

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

50.92%

67.14%

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

186.30%

4.80%

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

-0.40%

—

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

11.45%

4.80%

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

-0.81%

—

Return, trailing 1 year (backtest)

4.11%

—

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

4.07%

0.00%

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

-0.49%

—

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

28.74%

0.00%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.94

—

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

1.94

53.07

Maximum drawdown, backtest period (backtest)

-30.71%

—

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

-26.24%

-1.27%

Sharpe ratio, backtest period (backtest)

2.52

—

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

1.09

4.69

Sortino ratio, backtest period (backtest)

6.43

—

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

1.92

—

Standard deviation, backtest period (backtest)

69.68%

—

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

47.99%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

2,555

—

Rebalance corridor width

1.00%

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