Side-by-side comparison

Compare investment strategies

Cactus with BTAL: TQQQ or Anti-Beta on Risk Gauges vs Bond and Defensive Signals Gate for TQQQ

Every published figureShow 42 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 rebalanced, leveraged etfs, market neutral factor, risk-on/risk-off, tactical allocation, trend/momentum, volatility filter

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.03

—

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

1.87

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

33.78

—

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

36.27

—

Daily win rate, backtest period (backtest)

55.94%

—

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

56.05%

—

Backtest

Backtest final value (from $10,000)

$45.8M

—

Backtest regulatory fees

$93k

—

Backtest slippage cost

$827k

—

Returns

Backtest length

3,790

—

Out-of-sample length

653

—

Return, backtest period (annualized) (backtest)

75.13%

—

Return, backtest period (cumulative) (backtest)

458k%

—

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

33.03%

207.42%

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

109.75%

17.40%

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

1.31%

—

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

10.91%

17.20%

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

0.33%

—

Return, trailing 1 year (backtest)

20.81%

—

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

20.77%

0.00%

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

0.61%

—

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

4.87%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.81

—

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

0.80

43.28

Maximum drawdown, backtest period (backtest)

-41.40%

—

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

-41.41%

-4.79%

Sharpe ratio, backtest period (backtest)

1.53

—

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

0.87

3.80

Sortino ratio, backtest period (backtest)

2.29

—

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

1.23

—

Standard deviation, backtest period (backtest)

42.69%

—

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

43.71%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.83

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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