Side-by-side comparison

Compare investment strategies

Adaptive All-Weather with Volatility Crash Shield vs Bond and Defensive Signals Gate for TQQQ

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)

all-weather, bond hedging, commodities, crash protection, leveraged etfs, long/short, tactical allocation, trend following, volatility switch

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

0.48

—

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)

36.93

—

Daily win rate, backtest period (backtest)

56.20%

—

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

52.32%

—

Backtest

Backtest final value (from $10,000)

$121k

—

Backtest regulatory fees

$485

—

Backtest slippage cost

$3,525

—

Returns

Backtest length

2,516

—

Out-of-sample length

992

—

Return, backtest period (annualized) (backtest)

28.30%

—

Return, backtest period (cumulative) (backtest)

1105%

—

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

19.42%

207.42%

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

101.22%

17.40%

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

-0.06%

—

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

3.23%

17.20%

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

0.56%

—

Return, trailing 1 year (backtest)

2.38%

—

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

2.39%

0.00%

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

1.18%

—

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

2.69%

0.00%

SPY annualized return over the backtest window (backtest)

15.53%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.54

—

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

1.06

43.28

Maximum drawdown, backtest period (backtest)

-18.33%

—

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

-18.33%

-4.79%

Sharpe ratio, backtest period (backtest)

1.64

—

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

1.10

3.80

Sortino ratio, backtest period (backtest)

2.45

—

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

1.60

—

Standard deviation, backtest period (backtest)

15.97%

—

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

17.59%

31.69%

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%

—

Rebalance frequency

none

daily

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