Side-by-side comparison

Compare investment strategies

Axiom Growth Core with 200-Day Bull-Bear Leveraged 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)

leveraged etfs, long/short, momentum, regime switching, tactical allocation, tech-heavy growth, 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)

0.02

—

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

1.28

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

6.30

—

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

4.11

—

Daily win rate, backtest period (backtest)

56.17%

—

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

56.53%

—

Backtest

Backtest final value (from $10,000)

$221k

—

Backtest regulatory fees

$60

—

Backtest slippage cost

$463

—

Returns

Backtest length

1,896

—

Out-of-sample length

513

—

Return, backtest period (annualized) (backtest)

50.88%

—

Return, backtest period (cumulative) (backtest)

2112%

—

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

25.72%

3.62%

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

58.62%

2.81%

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

-2.07%

—

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

4.80%

0.34%

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

-3.14%

—

Return, trailing 1 year (backtest)

11.67%

—

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

15.02%

86.44%

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

-4.62%

—

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

8.51%

0.95%

SPY annualized return over the backtest window (backtest)

15.64%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.69

—

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

1.31

331.36

Maximum drawdown, backtest period (backtest)

-30.09%

—

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

-19.63%

-0.01%

Sharpe ratio, backtest period (backtest)

1.56

—

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

1.05

18.06

Sortino ratio, backtest period (backtest)

2.41

—

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

1.45

—

Standard deviation, backtest period (backtest)

29.09%

—

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

24.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

100

—

Rebalance corridor width

10.00%

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