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Compare investment strategies

Biotech 3x Long-Short with Pharma and Semis Rotation 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, bonds, gold, hedging, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, tactical, us dollar

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)

0.18

—

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

0.65

—

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

0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

83.56

—

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

84.61

—

Daily win rate, backtest period (backtest)

54.60%

—

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

51.82%

—

Backtest

Backtest final value (from $10,000)

$23.5M

—

Backtest regulatory fees

$91k

—

Backtest slippage cost

$840k

—

Returns

Backtest length

2,751

—

Out-of-sample length

631

—

Return, backtest period (annualized) (backtest)

103.55%

—

Return, backtest period (cumulative) (backtest)

235k%

—

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

25.62%

3.62%

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

77.19%

2.81%

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

-0.79%

—

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

8.73%

0.34%

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

0.68%

—

Return, trailing 1 year (backtest)

46.57%

—

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

46.53%

86.44%

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

0.86%

—

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

35.78%

0.95%

SPY annualized return over the backtest window (backtest)

14.67%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.06

—

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

0.59

331.36

Maximum drawdown, backtest period (backtest)

-50.21%

—

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

-43.48%

-0.01%

Sharpe ratio, backtest period (backtest)

1.75

—

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

0.78

18.06

Sortino ratio, backtest period (backtest)

2.86

—

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

1.25

—

Standard deviation, backtest period (backtest)

47.03%

—

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

38.50%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

389

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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