Side-by-side comparison

Compare investment strategies

Bear Buy Dips, Bull HFEAR: 3x S&P/Nasdaq Dips and UPRO/TMF 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)

dip buying, leveraged etfs, regime switching, risk-on/risk-off, tactical allocation

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)

-0.01

—

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

1.09

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

9.42

—

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

7.77

—

Daily win rate, backtest period (backtest)

55.81%

—

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

52.64%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$1,444

—

Backtest slippage cost

$8,744

—

Returns

Backtest length

4,189

—

Out-of-sample length

1,062

—

Return, backtest period (annualized) (backtest)

32.45%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

17.96%

3.62%

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

100.71%

2.81%

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

1.09%

—

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

-3.08%

0.34%

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

2.52%

—

Return, trailing 1 year (backtest)

31.68%

—

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

31.68%

86.44%

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

-0.75%

—

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

-6.03%

0.95%

SPY annualized return over the backtest window (backtest)

14.63%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.95

—

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

0.53

331.36

Maximum drawdown, backtest period (backtest)

-34.10%

—

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

-34.10%

-0.01%

Sharpe ratio, backtest period (backtest)

1.14

—

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

0.70

18.06

Sortino ratio, backtest period (backtest)

1.97

—

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

1.18

—

Standard deviation, backtest period (backtest)

28.17%

—

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

29.84%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

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