Side-by-side comparison

Compare investment strategies

ChatGPT TQQQ 90/10 Trend with Low-Volatility Defense vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

buy-the-dip, leveraged etfs, risk-on/risk-off, tactical asset allocation, trend-following, u.s. bonds, u.s. equities

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

-0.20

—

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

3.20

—

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

0.91

—

Trading activity

Annualized turnover, backtest period (backtest)

2.47

—

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

0.56

—

Daily win rate, backtest period (backtest)

55.90%

—

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

55.99%

—

Backtest

Backtest final value (from $10,000)

$545k

—

Backtest regulatory fees

$261

—

Backtest slippage cost

$907

—

Returns

Backtest length

3,880

—

Out-of-sample length

893

—

Return, backtest period (annualized) (backtest)

29.64%

—

Return, backtest period (cumulative) (backtest)

5349%

—

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

43.37%

261.52%

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

258.93%

6.85%

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

1.18%

—

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

12.42%

1.95%

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

0.33%

—

Return, trailing 1 year (backtest)

47.43%

—

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

47.43%

0.00%

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

1.95%

—

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

6.34%

6.14%

SPY annualized return over the backtest window (backtest)

14.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.46

—

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

0.81

376.45

Maximum drawdown, backtest period (backtest)

-65.06%

—

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

-53.70%

-0.69%

Sharpe ratio, backtest period (backtest)

0.78

—

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

0.95

7.79

Sortino ratio, backtest period (backtest)

1.10

—

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

1.39

—

Standard deviation, backtest period (backtest)

48.51%

—

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

51.80%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.80

—

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