Side-by-side comparison

Compare investment strategies

Adaptive All Weather with Pop Bots and UVXY Hedge 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 & mean reversion, multi-asset rotation, risk-on/risk-off, tactical 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)

1.09

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

39.98

—

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

38.87

—

Daily win rate, backtest period (backtest)

56.39%

—

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

54.64%

—

Backtest

Backtest final value (from $10,000)

$11.5M

—

Backtest regulatory fees

$22k

—

Backtest slippage cost

$174k

—

Returns

Backtest length

3,199

—

Out-of-sample length

981

—

Return, backtest period (annualized) (backtest)

74.14%

—

Return, backtest period (cumulative) (backtest)

114k%

—

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

44.37%

3.62%

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

318.30%

2.81%

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

0.33%

—

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

-0.94%

0.34%

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

0.60%

—

Return, trailing 1 year (backtest)

73.44%

—

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

73.43%

86.44%

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

-0.37%

—

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

19.72%

0.95%

SPY annualized return over the backtest window (backtest)

13.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.56

—

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

1.70

331.36

Maximum drawdown, backtest period (backtest)

-28.94%

—

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

-26.14%

-0.01%

Sharpe ratio, backtest period (backtest)

2.00

—

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

1.36

18.06

Sortino ratio, backtest period (backtest)

4.13

—

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

2.78

—

Standard deviation, backtest period (backtest)

29.79%

—

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

30.24%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

2,493

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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