Side-by-side comparison

Compare investment strategies

Contrarian Worst-Sleeve Pick with Tech Longs and Hedges 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)

inverse/short etfs, leveraged etfs, managed futures, mean reversion, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility etps

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)

0.15

—

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

2.41

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

90.00

—

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

87.62

—

Daily win rate, backtest period (backtest)

57.51%

—

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

56.20%

—

Backtest

Backtest final value (from $10,000)

$750k

—

Backtest regulatory fees

$2,563

—

Backtest slippage cost

$21k

—

Returns

Backtest length

1,005

—

Out-of-sample length

516

—

Return, backtest period (annualized) (backtest)

194.96%

—

Return, backtest period (cumulative) (backtest)

7405%

—

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

55.13%

3.62%

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

146.16%

2.81%

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

0.04%

—

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

7.34%

0.34%

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

-1.76%

—

Return, trailing 1 year (backtest)

29.17%

—

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

29.17%

86.44%

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

-0.05%

—

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

26.90%

0.95%

SPY annualized return over the backtest window (backtest)

21.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.31

—

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

1.22

331.36

Maximum drawdown, backtest period (backtest)

-45.21%

—

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

-45.21%

-0.01%

Sharpe ratio, backtest period (backtest)

2.28

—

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

1.01

18.06

Sortino ratio, backtest period (backtest)

4.66

—

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

1.90

—

Standard deviation, backtest period (backtest)

53.24%

—

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

59.38%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.34

—

Construction

Logic complexity (node count)

1,719

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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