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Compare investment strategies

60/40 Leveraged Momentum Stocks and Diversifier Barbell 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)

anti-beta, barbell, global, gold hedge, high beta equities, leveraged etfs, managed futures, momentum, monthly rebalance

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)

0.04

—

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

0.70

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

1.43

—

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

1.58

—

Daily win rate, backtest period (backtest)

56.44%

—

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

55.89%

—

Backtest

Backtest final value (from $10,000)

$20k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

909

—

Out-of-sample length

399

—

Return, backtest period (annualized) (backtest)

20.44%

—

Return, backtest period (cumulative) (backtest)

95.72%

—

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

23.12%

3.62%

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

38.44%

2.81%

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

-0.90%

—

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

0.03%

0.34%

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

-2.17%

—

Return, trailing 1 year (backtest)

14.33%

—

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

18.49%

86.44%

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

-2.88%

—

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

3.63%

0.95%

SPY annualized return over the backtest window (backtest)

20.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.76

—

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

2.24

331.36

Maximum drawdown, backtest period (backtest)

-11.61%

—

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

-10.33%

-0.01%

Sharpe ratio, backtest period (backtest)

1.64

—

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

1.54

18.06

Sortino ratio, backtest period (backtest)

2.41

—

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

2.10

—

Standard deviation, backtest period (backtest)

11.79%

—

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

14.19%

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)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

monthly

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