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Compare investment strategies

Bear Dip Buying and Bull 3x Stocks-Bonds Regime Mix 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, dollar, gold, leveraged etfs, long treasuries, regime switching, risk on/off, stocks, tactical allocation, trend guard

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)

-0.07

—

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

1.48

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

10.53

—

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

5.88

—

Daily win rate, backtest period (backtest)

54.69%

—

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

53.35%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$1,625

—

Backtest slippage cost

$10k

—

Returns

Backtest length

4,169

—

Out-of-sample length

941

—

Return, backtest period (annualized) (backtest)

35.76%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

20.36%

3.62%

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

99.89%

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)

48.44%

—

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

48.44%

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)

1.03

—

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

0.58

331.36

Maximum drawdown, backtest period (backtest)

-34.85%

—

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

-34.85%

-0.01%

Sharpe ratio, backtest period (backtest)

1.19

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

2.04

—

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

1.20

—

Standard deviation, backtest period (backtest)

29.08%

—

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

32.61%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

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