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Compare investment strategies

Bear Dip Buying and Bull 3x Stocks-Bonds Mix (No K-1) 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, equities and treasuries, inverse-vol weighting, leveraged etfs, no k-1, regime switching, tactical allocation, trend filter

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)

-0.10

—

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

1.59

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

10.24

—

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

5.92

—

Daily win rate, backtest period (backtest)

50.11%

—

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

63.69%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$1,243

—

Backtest slippage cost

$7,740

—

Returns

Backtest length

4,169

—

Out-of-sample length

884

—

Return, backtest period (annualized) (backtest)

32.75%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

18.49%

3.62%

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

81.43%

2.81%

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

1.01%

—

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

-1.19%

0.34%

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

1.84%

—

Return, trailing 1 year (backtest)

42.40%

—

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

42.40%

86.44%

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

-0.74%

—

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

-5.54%

0.95%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.92

—

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

0.52

331.36

Maximum drawdown, backtest period (backtest)

-35.51%

—

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

-35.51%

-0.01%

Sharpe ratio, backtest period (backtest)

1.12

—

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

0.67

18.06

Sortino ratio, backtest period (backtest)

1.93

—

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

1.11

—

Standard deviation, backtest period (backtest)

28.82%

—

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

33.37%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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