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Compare investment strategies

CFS Blend: 50% Crash Catcher, 50% 3x S&P/Nasdaq Engine 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)

buy-the-dip, daily rebalance, high risk, leveraged (3x), momentum, risk-on/risk-off, tactical etf rotation, vol 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)

1.29

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

17.10

—

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

13.36

—

Daily win rate, backtest period (backtest)

56.02%

—

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

55.38%

—

Backtest

Backtest final value (from $10,000)

$5.4M

—

Backtest regulatory fees

$7,572

—

Backtest slippage cost

$60k

—

Returns

Backtest length

3,765

—

Out-of-sample length

865

—

Return, backtest period (annualized) (backtest)

52.32%

—

Return, backtest period (cumulative) (backtest)

54k%

—

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

22.80%

3.62%

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

102.53%

2.81%

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

0.48%

—

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

-0.83%

0.34%

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

1.06%

—

Return, trailing 1 year (backtest)

7.28%

—

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

7.28%

86.44%

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

-0.21%

—

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

-1.73%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.87

—

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

0.81

331.36

Maximum drawdown, backtest period (backtest)

-28.00%

—

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

-28.00%

-0.01%

Sharpe ratio, backtest period (backtest)

1.87

—

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

1.03

18.06

Sortino ratio, backtest period (backtest)

3.62

—

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

1.56

—

Standard deviation, backtest period (backtest)

24.00%

—

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

22.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

3,545

—

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