Side-by-side comparison

Compare investment strategies

Barebones QLD/QID Trend with TLT or Gold Fallback 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/gold defense, leveraged etfs, qqq-focused, risk-on/risk-off, tactical allocation, trend + mean reversion

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)

-0.00

—

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

1.61

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

31.97

—

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

30.60

—

Daily win rate, backtest period (backtest)

55.38%

—

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

55.68%

—

Backtest

Backtest final value (from $10,000)

$11.7M

—

Backtest regulatory fees

$23k

—

Backtest slippage cost

$200k

—

Returns

Backtest length

5,092

—

Out-of-sample length

774

—

Return, backtest period (annualized) (backtest)

41.84%

—

Return, backtest period (cumulative) (backtest)

117k%

—

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

30.91%

3.62%

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

128.97%

2.81%

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

0.90%

—

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

9.41%

0.34%

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

0.30%

—

Return, trailing 1 year (backtest)

15.11%

—

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

15.10%

86.44%

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

1.52%

—

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

7.10%

0.95%

SPY annualized return over the backtest window (backtest)

11.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.28

—

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

1.42

331.36

Maximum drawdown, backtest period (backtest)

-32.60%

—

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

-21.70%

-0.01%

Sharpe ratio, backtest period (backtest)

1.26

—

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

0.94

18.06

Sortino ratio, backtest period (backtest)

1.89

—

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

1.42

—

Standard deviation, backtest period (backtest)

31.60%

—

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

35.08%

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

1.00%

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