Side-by-side comparison

Compare investment strategies

AAA Double Ballers 3x Dip Buyer, Safe Havens 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, momentum/trend, multi-timeframe, risk-on/risk-off, sector rotation, tactical asset allocation, 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)

0.18

—

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

1.81

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

58.67

—

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

47.05

—

Daily win rate, backtest period (backtest)

56.54%

—

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

53.49%

—

Backtest

Backtest final value (from $10,000)

$359.8M

—

Backtest regulatory fees

$490k

—

Backtest slippage cost

$4.7M

—

Returns

Backtest length

2,975

—

Out-of-sample length

961

—

Return, backtest period (annualized) (backtest)

143.10%

—

Return, backtest period (cumulative) (backtest)

3598k%

—

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

59.41%

3.62%

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

493.13%

2.81%

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

1.65%

—

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

0.01%

0.34%

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

2.84%

—

Return, trailing 1 year (backtest)

149.46%

—

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

149.40%

86.44%

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

-0.91%

—

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

31.78%

0.95%

SPY annualized return over the backtest window (backtest)

13.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.11

—

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

1.94

331.36

Maximum drawdown, backtest period (backtest)

-34.82%

—

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

-30.62%

-0.01%

Sharpe ratio, backtest period (backtest)

2.10

—

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

1.32

18.06

Sortino ratio, backtest period (backtest)

3.71

—

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

2.40

—

Standard deviation, backtest period (backtest)

47.49%

—

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

41.44%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

4,108

—

Rebalance corridor width

10.00%

9.00%

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