Side-by-side comparison

Compare investment strategies

Bitcoin and TQQQ Timing with Bear Shorts 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)

contrarian, crypto timing, leveraged etfs, momentum fade, tactical allocation, trend filter, volatility hedge

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)

-0.13

—

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

2.03

—

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

0.62

—

Trading activity

Annualized turnover, backtest period (backtest)

95.00

—

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

88.15

—

Daily win rate, backtest period (backtest)

53.57%

—

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

52.79%

—

Backtest

Backtest final value (from $10,000)

$136k

—

Backtest regulatory fees

$1,479

—

Backtest slippage cost

$12k

—

Returns

Backtest length

1,077

—

Out-of-sample length

932

—

Return, backtest period (annualized) (backtest)

84.18%

—

Return, backtest period (cumulative) (backtest)

1263%

—

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

18.22%

3.62%

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

85.86%

2.81%

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

-0.04%

—

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

-0.59%

0.34%

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

0.22%

—

Return, trailing 1 year (backtest)

-44.72%

—

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

-44.72%

86.44%

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

0.19%

—

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

-18.04%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.57

—

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

0.34

331.36

Maximum drawdown, backtest period (backtest)

-53.68%

—

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

-53.68%

-0.01%

Sharpe ratio, backtest period (backtest)

1.41

—

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

0.58

18.06

Sortino ratio, backtest period (backtest)

2.34

—

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

0.87

—

Standard deviation, backtest period (backtest)

53.29%

—

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

48.79%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

108

—

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