Side-by-side comparison

Compare investment strategies

Bitcoin ETF Timer Switching BITO, BITX and T-Bills 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)

crypto, leveraged etfs, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following

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)

0.20

—

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

0.64

—

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

0.20

—

Trading activity

Annualized turnover, backtest period (backtest)

47.46

—

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

47.66

—

Daily win rate, backtest period (backtest)

60.98%

—

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

60.18%

—

Backtest

Backtest final value (from $10,000)

$44k

—

Backtest regulatory fees

$151

—

Backtest slippage cost

$944

—

Returns

Backtest length

815

—

Out-of-sample length

653

—

Return, backtest period (annualized) (backtest)

58.04%

—

Return, backtest period (cumulative) (backtest)

340.16%

—

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

21.38%

3.62%

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

65.35%

2.81%

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

0.91%

—

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

6.13%

0.34%

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

-2.40%

—

Return, trailing 1 year (backtest)

10.34%

—

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

10.34%

86.44%

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

-1.72%

—

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

26.21%

0.95%

SPY annualized return over the backtest window (backtest)

20.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.44

—

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

0.53

331.36

Maximum drawdown, backtest period (backtest)

-40.18%

—

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

-40.18%

-0.01%

Sharpe ratio, backtest period (backtest)

1.12

—

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

0.63

18.06

Sortino ratio, backtest period (backtest)

1.92

—

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

1.05

—

Standard deviation, backtest period (backtest)

53.49%

—

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

51.12%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.82

—

Construction

Logic complexity (node count)

—

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