Side-by-side comparison

Compare investment strategies

All-Weather RSI Fever, Rate-Regime Bonds and 3x Tech 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 rotation, leveraged etfs, multi-asset regime-switching, risk-on/risk-off, tech momentum, trend + mean reversion, 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)

0.06

—

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

1.46

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

135.38

—

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

131.56

—

Daily win rate, backtest period (backtest)

55.50%

—

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

53.39%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$9,534

—

Backtest slippage cost

$72k

—

Returns

Backtest length

1,110

—

Out-of-sample length

884

—

Return, backtest period (annualized) (backtest)

192.51%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

27.25%

3.62%

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

133.08%

2.81%

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

-0.00%

—

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

-4.08%

0.34%

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

1.71%

—

Return, trailing 1 year (backtest)

30.79%

—

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

30.79%

86.44%

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

-1.16%

—

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

5.49%

0.95%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.41

—

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

0.48

331.36

Maximum drawdown, backtest period (backtest)

-56.46%

—

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

-56.47%

-0.01%

Sharpe ratio, backtest period (backtest)

2.25

—

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

0.73

18.06

Sortino ratio, backtest period (backtest)

3.89

—

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

1.11

—

Standard deviation, backtest period (backtest)

54.32%

—

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

50.38%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.45

—

Construction

Logic complexity (node count)

3,277

—

Rebalance corridor width

3.00%

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