Side-by-side comparison

Compare investment strategies

Crude Oil Trend Energy Rotation with Leveraged Oil 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)

energy, leveraged etfs, momentum, risk-on/off, sector rotation, tactical rotation, trend following

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)

0.69

—

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

-0.14

—

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

-0.07

—

Trading activity

Annualized turnover, backtest period (backtest)

23.38

—

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

23.37

—

Daily win rate, backtest period (backtest)

74.28%

—

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

74.28%

—

Backtest

Backtest final value (from $10,000)

$25k

—

Backtest regulatory fees

$15

—

Backtest slippage cost

$115

—

Returns

Backtest length

381

—

Out-of-sample length

381

—

Return, backtest period (annualized) (backtest)

80.67%

—

Return, backtest period (cumulative) (backtest)

145.14%

—

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

80.63%

3.62%

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

145.06%

2.81%

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

-2.04%

—

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

15.17%

0.34%

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

7.24%

—

Return, trailing 1 year (backtest)

119.15%

—

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

119.08%

86.44%

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

13.82%

—

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

58.00%

0.95%

SPY annualized return over the backtest window (backtest)

29.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.18

—

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

3.18

331.36

Maximum drawdown, backtest period (backtest)

-25.33%

—

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

-25.33%

-0.01%

Sharpe ratio, backtest period (backtest)

1.98

—

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

1.98

18.06

Sortino ratio, backtest period (backtest)

3.19

—

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

3.19

—

Standard deviation, backtest period (backtest)

32.62%

—

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

32.64%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

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