Side-by-side comparison

Compare investment strategies

Congestus Voxus: All-Weather Leveraged Tech Pivot vs AutoSignals TQQQ vs SH Trend Switch

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)

bonds, commodities, leveraged etfs, momentum/trend, regime switching, risk parity, tactical multi-asset, volatility hedge

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

1.59

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

31.90

—

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

26.20

—

Daily win rate, backtest period (backtest)

57.56%

—

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

55.95%

—

Backtest

Backtest final value (from $10,000)

$8.2M

—

Backtest regulatory fees

$13k

—

Backtest slippage cost

$105k

—

Returns

Backtest length

2,375

—

Out-of-sample length

538

—

Return, backtest period (annualized) (backtest)

103.85%

—

Return, backtest period (cumulative) (backtest)

82k%

—

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

40.15%

147.30%

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

105.84%

8.62%

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

0.31%

—

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

2.24%

8.61%

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

0.26%

—

Return, trailing 1 year (backtest)

33.45%

—

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

33.45%

0.00%

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

0.30%

—

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

2.67%

0.00%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.71

—

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

1.43

173.27

Maximum drawdown, backtest period (backtest)

-28.01%

—

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

-28.01%

-0.85%

Sharpe ratio, backtest period (backtest)

2.44

—

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

1.23

6.68

Sortino ratio, backtest period (backtest)

4.16

—

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

1.91

—

Standard deviation, backtest period (backtest)

31.24%

—

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

31.57%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

798

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

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