Side-by-side comparison

Compare investment strategies

Adaptive All-Weather with Crash Protection 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)

commodities, crash protection, leveraged/inverse etfs, tactical multi-asset, trend & volatility, us equities/bonds, usd tilt

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)

0.09

—

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

0.49

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

29.06

—

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

37.08

—

Daily win rate, backtest period (backtest)

56.28%

—

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

52.23%

—

Backtest

Backtest final value (from $10,000)

$163k

—

Backtest regulatory fees

$645

—

Backtest slippage cost

$4,700

—

Returns

Backtest length

2,516

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

32.25%

—

Return, backtest period (cumulative) (backtest)

1532%

—

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

19.26%

3.62%

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

99.64%

2.81%

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

-0.06%

—

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

3.23%

0.34%

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

0.56%

—

Return, trailing 1 year (backtest)

2.39%

—

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

2.39%

86.44%

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

1.18%

—

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

2.69%

0.95%

SPY annualized return over the backtest window (backtest)

15.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.76

—

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

1.05

331.36

Maximum drawdown, backtest period (backtest)

-18.33%

—

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

-18.33%

-0.01%

Sharpe ratio, backtest period (backtest)

1.62

—

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

1.09

18.06

Sortino ratio, backtest period (backtest)

2.71

—

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

1.59

—

Standard deviation, backtest period (backtest)

18.29%

—

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

17.61%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

—

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