Side-by-side comparison

Compare investment strategies

Bond Up/Down, Tech Dip and VIX Offense-Defense Switch 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)

bonds/tech, leveraged & inverse etfs, risk-on/risk-off, tactical multi-asset, trend + mean-reversion, volatility (vix)

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)

0.07

—

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

0.53

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

41.44

—

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

43.85

—

Daily win rate, backtest period (backtest)

58.09%

—

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

52.73%

—

Backtest

Backtest final value (from $10,000)

$3.7M

—

Backtest regulatory fees

$15k

—

Backtest slippage cost

$115k

—

Returns

Backtest length

3,758

—

Out-of-sample length

622

—

Return, backtest period (annualized) (backtest)

48.74%

—

Return, backtest period (cumulative) (backtest)

37k%

—

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

16.68%

3.62%

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

45.89%

2.81%

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

-0.63%

—

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

-0.15%

0.34%

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

0.48%

—

Return, trailing 1 year (backtest)

17.31%

—

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

14.93%

86.44%

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

1.76%

—

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

10.36%

0.95%

SPY annualized return over the backtest window (backtest)

14.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.12

—

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

1.14

331.36

Maximum drawdown, backtest period (backtest)

-15.65%

—

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

-14.57%

-0.01%

Sharpe ratio, backtest period (backtest)

2.34

—

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

0.93

18.06

Sortino ratio, backtest period (backtest)

4.99

—

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

1.86

—

Standard deviation, backtest period (backtest)

17.64%

—

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

18.45%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

Construction

Logic complexity (node count)

162

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

162

—

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