Side-by-side comparison

Compare investment strategies

Adaptive All-Weather: Tech, Treasuries, Volatility Hedges 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)

bond/rate timing, leveraged & inverse etfs, multi-asset, tactical allocation, trend-following, 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)

0.69

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

36.38

—

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

40.28

—

Daily win rate, backtest period (backtest)

57.69%

—

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

55.46%

—

Backtest

Backtest final value (from $10,000)

$34.5M

—

Backtest regulatory fees

$90k

—

Backtest slippage cost

$819k

—

Returns

Backtest length

3,200

—

Out-of-sample length

851

—

Return, backtest period (annualized) (backtest)

89.90%

—

Return, backtest period (cumulative) (backtest)

345k%

—

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

28.54%

3.62%

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

133.67%

2.81%

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

0.03%

—

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

3.43%

0.34%

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

0.26%

—

Return, trailing 1 year (backtest)

8.73%

—

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

8.71%

86.44%

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

0.52%

—

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

2.19%

0.95%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.76

—

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

1.83

331.36

Maximum drawdown, backtest period (backtest)

-15.60%

—

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

-15.61%

-0.01%

Sharpe ratio, backtest period (backtest)

2.18

—

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

1.04

18.06

Sortino ratio, backtest period (backtest)

6.61

—

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

2.22

—

Standard deviation, backtest period (backtest)

31.44%

—

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

27.32%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

3,976

—

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