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Compare investment strategies

Buy the Dips Nasdaq 100 with 3x After 5-Day Drops vs Domestic Leveraged Sector Trend Rotation

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)

daily rebalance, dip-buying, leveraged etf, momentum filter, nasdaq-100, short-term bonds, tactical allocation

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

0.62

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

8.66

—

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

10.80

—

Daily win rate, backtest period (backtest)

51.42%

—

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

51.50%

—

Backtest

Backtest final value (from $10,000)

$126k

—

Backtest regulatory fees

$293

—

Backtest slippage cost

$1,139

—

Returns

Backtest length

4,189

—

Out-of-sample length

1,167

—

Return, backtest period (annualized) (backtest)

16.49%

—

Return, backtest period (cumulative) (backtest)

1164%

—

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

25.76%

67.14%

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

189.36%

4.80%

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

-0.04%

—

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

-0.59%

4.80%

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

0.22%

—

Return, trailing 1 year (backtest)

32.66%

—

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

32.66%

0.00%

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

0.19%

—

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

8.88%

0.00%

SPY annualized return over the backtest window (backtest)

14.63%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.60

—

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

1.14

53.07

Maximum drawdown, backtest period (backtest)

-27.68%

—

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

-22.66%

-1.27%

Sharpe ratio, backtest period (backtest)

0.75

—

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

1.01

4.69

Sortino ratio, backtest period (backtest)

1.33

—

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

2.09

—

Standard deviation, backtest period (backtest)

23.98%

—

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

25.69%

11.60%

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

3,372

—

Watchers

2,930

—

Risk score

Risk rating (Composer data field)

Aggressive

—

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