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Compare investment strategies

Biotech 2x Long/Short with Gold and Dollar Defense 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)

biotech tactical, defensive rotation, gold & usd hedges, leveraged long/short, momentum/mean-reversion, volatility & drawdown filters

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)

0.12

—

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

0.68

—

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

0.36

—

Trading activity

Annualized turnover, backtest period (backtest)

78.83

—

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

75.32

—

Daily win rate, backtest period (backtest)

54.07%

—

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

54.33%

—

Backtest

Backtest final value (from $10,000)

$574k

—

Backtest regulatory fees

$3,945

—

Backtest slippage cost

$32k

—

Returns

Backtest length

2,761

—

Out-of-sample length

797

—

Return, backtest period (annualized) (backtest)

44.70%

—

Return, backtest period (cumulative) (backtest)

5637%

—

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

23.76%

3.62%

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

96.40%

2.81%

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

0.52%

—

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

-4.10%

0.34%

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

1.00%

—

Return, trailing 1 year (backtest)

13.20%

—

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

13.20%

86.44%

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

0.08%

—

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

18.32%

0.95%

SPY annualized return over the backtest window (backtest)

14.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.16

—

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

0.62

331.36

Maximum drawdown, backtest period (backtest)

-38.43%

—

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

-38.43%

-0.01%

Sharpe ratio, backtest period (backtest)

1.32

—

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

0.88

18.06

Sortino ratio, backtest period (backtest)

2.11

—

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

1.33

—

Standard deviation, backtest period (backtest)

31.85%

—

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

28.85%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

135

—

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