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Compare investment strategies

Beast Mode: Fund Surfing, TQQQ Dips and TMF/TMV Bond Timing 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)

leveraged etfs, mean reversion, risk management, tactical allocation, treasuries, trend following, us equities

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)

0.03

—

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

2.09

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

49.86

—

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

47.69

—

Daily win rate, backtest period (backtest)

56.82%

—

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

54.50%

—

Backtest

Backtest final value (from $10,000)

$13.1M

—

Backtest regulatory fees

$30k

—

Backtest slippage cost

$255k

—

Returns

Backtest length

2,193

—

Out-of-sample length

611

—

Return, backtest period (annualized) (backtest)

128.06%

—

Return, backtest period (cumulative) (backtest)

131k%

—

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

43.64%

3.62%

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

140.98%

2.81%

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

-0.05%

—

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

7.01%

0.34%

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

-0.18%

—

Return, trailing 1 year (backtest)

52.09%

—

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

52.08%

86.44%

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

0.86%

—

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

9.30%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.41

—

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

1.16

331.36

Maximum drawdown, backtest period (backtest)

-37.55%

—

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

-37.55%

-0.01%

Sharpe ratio, backtest period (backtest)

2.14

—

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

1.05

18.06

Sortino ratio, backtest period (backtest)

3.79

—

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

1.71

—

Standard deviation, backtest period (backtest)

42.84%

—

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

43.19%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

309

—

Rebalance corridor width

10.00%

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