Side-by-side comparison

Compare investment strategies

Bitcoin GBTC Trend with Inverse BTC and Short Treasuries 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, daily rebalanced, leveraged etfs, mean-reversion, regime filter, short exposure, tactical, trend-following, 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)

0.04

—

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

1.38

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

52.99

—

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

59.80

—

Daily win rate, backtest period (backtest)

56.73%

—

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

57.45%

—

Backtest

Backtest final value (from $10,000)

$117k

—

Backtest regulatory fees

$400

—

Backtest slippage cost

$3,073

—

Returns

Backtest length

1,070

—

Out-of-sample length

611

—

Return, backtest period (annualized) (backtest)

78.43%

—

Return, backtest period (cumulative) (backtest)

1072%

—

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

24.64%

3.62%

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

70.72%

2.81%

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

-0.27%

—

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

-3.75%

0.34%

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

-0.84%

—

Return, trailing 1 year (backtest)

35.41%

—

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

35.41%

86.44%

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

1.33%

—

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

12.68%

0.95%

SPY annualized return over the backtest window (backtest)

19.72%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.62

—

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

0.82

331.36

Maximum drawdown, backtest period (backtest)

-29.95%

—

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

-29.95%

-0.01%

Sharpe ratio, backtest period (backtest)

1.43

—

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

0.69

18.06

Sortino ratio, backtest period (backtest)

2.52

—

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

1.22

—

Standard deviation, backtest period (backtest)

48.74%

—

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

47.06%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

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