Side-by-side comparison

Compare investment strategies

Contrarian Worst-Performer Pick: Metals or 3x Tech 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, daily rebalanced, leveraged etfs, mean reversion, metals, precious metals, semiconductors, tactical, tech

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)

0.27

—

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

2.20

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

87.57

—

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

102.62

—

Daily win rate, backtest period (backtest)

52.71%

—

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

54.30%

—

Backtest

Backtest final value (from $10,000)

$5.1B

—

Backtest regulatory fees

$19.6M

—

Backtest slippage cost

$187.7M

—

Returns

Backtest length

3,741

—

Out-of-sample length

3,741

—

Return, backtest period (annualized) (backtest)

142.16%

—

Return, backtest period (cumulative) (backtest)

50528k%

—

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

66.65%

3.62%

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

54.93%

2.81%

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

-0.79%

—

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

-4.45%

0.34%

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

-0.90%

—

Return, trailing 1 year (backtest)

68.42%

—

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

0.00%

86.44%

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

-4.02%

—

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

25.12%

0.95%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.45

—

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

2.07

331.36

Maximum drawdown, backtest period (backtest)

-41.22%

—

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

-32.17%

-0.01%

Sharpe ratio, backtest period (backtest)

1.44

—

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

1.24

18.06

Sortino ratio, backtest period (backtest)

4.54

—

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

1.85

—

Standard deviation, backtest period (backtest)

78.14%

—

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

52.23%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

126

—

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