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Compare investment strategies

Bear Dip-Buys and Bull 3x Stock/Treasury 55/45 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)

buy-the-dip, cash filter, daily rebalance, leveraged etfs, regime-switching, risk-parity, tactical allocation, treasuries, us equities, volatility targeting

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)

-0.11

—

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

1.64

—

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

0.73

—

Trading activity

Annualized turnover, backtest period (backtest)

9.68

—

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

4.86

—

Daily win rate, backtest period (backtest)

50.18%

—

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

61.56%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$1,389

—

Backtest slippage cost

$8,523

—

Returns

Backtest length

4,175

—

Out-of-sample length

679

—

Return, backtest period (annualized) (backtest)

32.60%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

16.25%

3.62%

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

49.59%

2.81%

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

-2.66%

—

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

-1.43%

0.34%

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

-1.70%

—

Return, trailing 1 year (backtest)

37.09%

—

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

40.11%

86.44%

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

-0.72%

—

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

-5.56%

0.95%

SPY annualized return over the backtest window (backtest)

14.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.92

—

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

0.46

331.36

Maximum drawdown, backtest period (backtest)

-35.52%

—

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

-35.52%

-0.01%

Sharpe ratio, backtest period (backtest)

1.12

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

1.93

—

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

0.97

—

Standard deviation, backtest period (backtest)

28.83%

—

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

35.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.62

—

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