Side-by-side comparison

Compare investment strategies

Bitcoin and High-Beta Tech Timing with ARK Long/Short 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)

ark long/short, bond‑regime filter, crypto timing, leveraged tech rotation, tactical mean‑reversion, volatility hedging

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)

-0.09

—

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

1.94

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

118.79

—

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

115.56

—

Daily win rate, backtest period (backtest)

54.22%

—

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

50.83%

—

Backtest

Backtest final value (from $10,000)

$493k

—

Backtest regulatory fees

$6,081

—

Backtest slippage cost

$47k

—

Returns

Backtest length

1,077

—

Out-of-sample length

903

—

Return, backtest period (annualized) (backtest)

148.71%

—

Return, backtest period (cumulative) (backtest)

4828%

—

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

20.45%

3.62%

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

94.95%

2.81%

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

1.48%

—

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

1.84%

0.34%

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

-0.33%

—

Return, trailing 1 year (backtest)

-41.89%

—

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

-41.89%

86.44%

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

-0.37%

—

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

-5.11%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.79

—

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

0.38

331.36

Maximum drawdown, backtest period (backtest)

-53.26%

—

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

-53.26%

-0.01%

Sharpe ratio, backtest period (backtest)

1.92

—

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

0.61

18.06

Sortino ratio, backtest period (backtest)

3.53

—

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

0.98

—

Standard deviation, backtest period (backtest)

54.97%

—

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

51.16%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.58

—

Construction

Logic complexity (node count)

725

—

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