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Compare investment strategies

Big Tech Laggard 2x Buy with TECS and UVXY Hedges 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)

big tech, leveraged etfs, long/short, mean-reversion, risk-on/risk-off, tactical, volatility

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)

0.32

—

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

1.32

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

159.77

—

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

153.41

—

Daily win rate, backtest period (backtest)

52.91%

—

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

50.97%

—

Backtest

Backtest final value (from $10,000)

$105k

—

Backtest regulatory fees

$1,023

—

Backtest slippage cost

$7,137

—

Returns

Backtest length

688

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

136.01%

—

Return, backtest period (cumulative) (backtest)

946.23%

—

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

33.34%

3.62%

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

91.29%

2.81%

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

4.75%

—

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

20.70%

0.34%

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

4.11%

—

Return, trailing 1 year (backtest)

0.68%

—

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

0.69%

86.44%

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

2.99%

—

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

37.68%

0.95%

SPY annualized return over the backtest window (backtest)

21.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.07

—

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

0.51

331.36

Maximum drawdown, backtest period (backtest)

-65.79%

—

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

-65.79%

-0.01%

Sharpe ratio, backtest period (backtest)

1.53

—

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

0.75

18.06

Sortino ratio, backtest period (backtest)

2.65

—

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

1.21

—

Standard deviation, backtest period (backtest)

73.35%

—

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

73.45%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

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