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Compare investment strategies

AMD Flipper Weekly with Bond and Inverse 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)

bonds, inverse etf hedge, momentum/rotation, semiconductors, single-stock timing, tactical allocation, weekly rebalance

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)

0.71

—

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

1.96

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

16.02

—

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

12.96

—

Daily win rate, backtest period (backtest)

50.62%

—

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

53.70%

—

Backtest

Backtest final value (from $10,000)

$7.2M

—

Backtest regulatory fees

$3,313

—

Backtest slippage cost

$28k

—

Returns

Backtest length

4,893

—

Out-of-sample length

311

—

Return, backtest period (annualized) (backtest)

40.36%

—

Return, backtest period (cumulative) (backtest)

72k%

—

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

151.95%

3.62%

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

213.96%

2.81%

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

-2.03%

—

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

16.70%

0.34%

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

-4.07%

—

Return, trailing 1 year (backtest)

146.40%

—

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

146.39%

86.44%

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

-3.57%

—

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

9.17%

0.95%

SPY annualized return over the backtest window (backtest)

10.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.49

—

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

6.24

331.36

Maximum drawdown, backtest period (backtest)

-82.28%

—

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

-24.34%

-0.01%

Sharpe ratio, backtest period (backtest)

0.92

—

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

1.87

18.06

Sortino ratio, backtest period (backtest)

1.43

—

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

3.24

—

Standard deviation, backtest period (backtest)

50.65%

—

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

58.65%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

weekly

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