Side-by-side comparison

Compare investment strategies

Apple Long-Term Hold with QQQ Dip Buys 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)

crash-avoidance, momentum, risk management, single-stock tilt, tactical allocation, tech-focused, trend-following

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)

0.16

—

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

0.65

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

11.78

—

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

5.67

—

Daily win rate, backtest period (backtest)

53.71%

—

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

54.25%

—

Backtest

Backtest final value (from $10,000)

$10.8M

—

Backtest regulatory fees

$4,726

—

Backtest slippage cost

$41k

—

Returns

Backtest length

4,897

—

Out-of-sample length

1,023

—

Return, backtest period (annualized) (backtest)

43.22%

—

Return, backtest period (cumulative) (backtest)

108k%

—

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

28.44%

3.62%

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

176.53%

2.81%

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

-1.11%

—

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

6.75%

0.34%

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

0.88%

—

Return, trailing 1 year (backtest)

33.00%

—

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

33.00%

86.44%

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

-1.30%

—

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

6.55%

0.95%

SPY annualized return over the backtest window (backtest)

10.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.99

—

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

1.30

331.36

Maximum drawdown, backtest period (backtest)

-43.80%

—

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

-21.84%

-0.01%

Sharpe ratio, backtest period (backtest)

1.41

—

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

1.12

18.06

Sortino ratio, backtest period (backtest)

2.15

—

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

1.70

—

Standard deviation, backtest period (backtest)

28.38%

—

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

25.19%

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

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