Side-by-side comparison

Compare investment strategies

Commodities Framework with 3x Rebound Trades 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)

commodities tilt, leveraged etfs, managed futures, momentum/rsi, risk-on/risk-off, tactical allocation, trend-following, volatility 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)

0.18

—

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

1.04

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

48.13

—

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

45.05

—

Daily win rate, backtest period (backtest)

57.15%

—

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

54.10%

—

Backtest

Backtest final value (from $10,000)

$699k

—

Backtest regulatory fees

$1,772

—

Backtest slippage cost

$13k

—

Returns

Backtest length

1,846

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

78.52%

—

Return, backtest period (cumulative) (backtest)

6895%

—

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

42.68%

3.62%

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

296.69%

2.81%

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

0.50%

—

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

0.22%

0.34%

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

0.56%

—

Return, trailing 1 year (backtest)

90.38%

—

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

90.38%

86.44%

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

0.32%

—

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

18.24%

0.95%

SPY annualized return over the backtest window (backtest)

16.43%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.85

—

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

2.11

331.36

Maximum drawdown, backtest period (backtest)

-20.39%

—

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

-20.20%

-0.01%

Sharpe ratio, backtest period (backtest)

2.14

—

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

1.44

18.06

Sortino ratio, backtest period (backtest)

3.53

—

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

2.37

—

Standard deviation, backtest period (backtest)

29.03%

—

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

27.23%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.54

—

Construction

Logic complexity (node count)

322

—

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