Side-by-side comparison

Compare investment strategies

Aggressive Battleship 3x Offense with T-Bill Defense 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 hedging, leveraged etfs, momentum, multi-asset, tactical allocation, trend-following, volatility filter

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)

0.46

—

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

1.52

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

59.63

—

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

45.50

—

Daily win rate, backtest period (backtest)

54.81%

—

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

53.44%

—

Backtest

Backtest final value (from $10,000)

$8.9M

—

Backtest regulatory fees

$17k

—

Backtest slippage cost

$141k

—

Returns

Backtest length

1,965

—

Out-of-sample length

524

—

Return, backtest period (annualized) (backtest)

138.67%

—

Return, backtest period (cumulative) (backtest)

89k%

—

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

95.22%

3.62%

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

302.94%

2.81%

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

0.87%

—

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

5.86%

0.34%

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

3.12%

—

Return, trailing 1 year (backtest)

106.00%

—

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

105.98%

86.44%

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

2.30%

—

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

25.39%

0.95%

SPY annualized return over the backtest window (backtest)

16.57%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.68

—

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

4.53

331.36

Maximum drawdown, backtest period (backtest)

-29.64%

—

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

-21.03%

-0.01%

Sharpe ratio, backtest period (backtest)

2.02

—

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

1.71

18.06

Sortino ratio, backtest period (backtest)

3.44

—

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

3.10

—

Standard deviation, backtest period (backtest)

48.97%

—

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

44.76%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.47

—

Construction

Logic complexity (node count)

216

—

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