Side-by-side comparison

Compare investment strategies

Beast Mode TQQQ Trend, Fund Surfing, Treasuries vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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, managed futures, momentum/mean-reversion, tactical allocation, treasury rotation, volatility hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

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)

2.33

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

34.44

—

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

28.09

—

Daily win rate, backtest period (backtest)

58.09%

—

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

55.92%

—

Backtest

Backtest final value (from $10,000)

$26.7M

—

Backtest regulatory fees

$39k

—

Backtest slippage cost

$356k

—

Returns

Backtest length

1,861

—

Out-of-sample length

996

—

Return, backtest period (annualized) (backtest)

190.89%

—

Return, backtest period (cumulative) (backtest)

267k%

—

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

59.91%

261.52%

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

540.58%

6.85%

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

0.70%

—

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

6.06%

1.95%

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

0.27%

—

Return, trailing 1 year (backtest)

6.64%

—

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

6.64%

0.00%

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

1.26%

—

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

-7.84%

6.14%

SPY annualized return over the backtest window (backtest)

16.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.73

—

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

1.17

376.45

Maximum drawdown, backtest period (backtest)

-51.14%

—

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

-51.14%

-0.69%

Sharpe ratio, backtest period (backtest)

2.39

—

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

1.27

7.79

Sortino ratio, backtest period (backtest)

4.13

—

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

1.89

—

Standard deviation, backtest period (backtest)

49.95%

—

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

44.86%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

102

—

Rebalance corridor width

10.00%

—

Rebalance frequency

none

daily

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