Side-by-side comparison

Compare investment strategies

Big-Tech Basket or Inverse S&P Trend Switch 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)

hedged equity, inverse etf, tactical rotation, tech-heavy growth, trend-following

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)

-0.02

—

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

1.12

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

16.70

—

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

10.38

—

Daily win rate, backtest period (backtest)

56.07%

—

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

55.62%

—

Backtest

Backtest final value (from $10,000)

$136k

—

Backtest regulatory fees

$123

—

Backtest slippage cost

$1,014

—

Returns

Backtest length

1,896

—

Out-of-sample length

489

—

Return, backtest period (annualized) (backtest)

41.40%

—

Return, backtest period (cumulative) (backtest)

1257%

—

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

18.99%

3.62%

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

39.65%

2.81%

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

-2.07%

—

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

4.80%

0.34%

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

-3.14%

—

Return, trailing 1 year (backtest)

17.24%

—

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

20.76%

86.44%

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

-4.62%

—

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

8.51%

0.95%

SPY annualized return over the backtest window (backtest)

15.64%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.43

—

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

1.02

331.36

Maximum drawdown, backtest period (backtest)

-28.96%

—

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

-18.70%

-0.01%

Sharpe ratio, backtest period (backtest)

1.42

—

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

0.85

18.06

Sortino ratio, backtest period (backtest)

2.10

—

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

1.12

—

Standard deviation, backtest period (backtest)

27.10%

—

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

23.66%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

—

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