Side-by-side comparison

Compare investment strategies

Adaptive All Weather 30/55/15 with Pop Bots 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)

bonds and usd tilts, commodities, leveraged etfs, mean reversion, tactical allocation, trend/regime filters, 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)

0.14

—

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

1.08

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

37.35

—

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

39.34

—

Daily win rate, backtest period (backtest)

57.95%

—

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

54.01%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$7,347

—

Backtest slippage cost

$55k

—

Returns

Backtest length

2,516

—

Out-of-sample length

985

—

Return, backtest period (annualized) (backtest)

74.95%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

39.93%

3.62%

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

272.34%

2.81%

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

0.15%

—

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

2.37%

0.34%

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

0.58%

—

Return, trailing 1 year (backtest)

37.25%

—

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

37.25%

86.44%

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

0.84%

—

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

13.15%

0.95%

SPY annualized return over the backtest window (backtest)

15.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.61

—

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

1.39

331.36

Maximum drawdown, backtest period (backtest)

-28.67%

—

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

-28.67%

-0.01%

Sharpe ratio, backtest period (backtest)

2.02

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

4.71

—

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

2.63

—

Standard deviation, backtest period (backtest)

29.69%

—

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

29.22%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

1,584

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

104

—

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