Side-by-side comparison

Compare investment strategies

Cautious Fund Surfing: 2x S&P, SHY and TLT Rotation 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)

contrarian rsi, daily rebalance, ensemble, leveraged equity, tactical allocation, treasuries, volatility filter

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)

0.02

—

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

0.99

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

23.33

—

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

22.70

—

Daily win rate, backtest period (backtest)

53.69%

—

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

53.91%

—

Backtest

Backtest final value (from $10,000)

$313k

—

Backtest regulatory fees

$1,142

—

Backtest slippage cost

$7,559

—

Returns

Backtest length

5,107

—

Out-of-sample length

883

—

Return, backtest period (annualized) (backtest)

18.52%

—

Return, backtest period (cumulative) (backtest)

3033%

—

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

22.58%

3.62%

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

104.25%

2.81%

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

0.05%

—

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

-0.22%

0.34%

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

0.19%

—

Return, trailing 1 year (backtest)

16.34%

—

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

16.34%

86.44%

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

0.29%

—

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

4.49%

0.95%

SPY annualized return over the backtest window (backtest)

11.46%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.67

—

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

0.82

331.36

Maximum drawdown, backtest period (backtest)

-27.64%

—

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

-27.64%

-0.01%

Sharpe ratio, backtest period (backtest)

1.05

—

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

1.19

18.06

Sortino ratio, backtest period (backtest)

1.52

—

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

1.74

—

Standard deviation, backtest period (backtest)

17.65%

—

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

18.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.86

—

Construction

Logic complexity (node count)

178

—

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