Side-by-side comparison

Compare investment strategies

Cue Biopharma RSI Oversold Buys, Else T-Bills 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)

cash/t-bills, daily rebalance, rsi mean-reversion, rules-based tactical, single-stock biotech

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)

0.61

—

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

0.19

—

Trading activity

Annualized turnover, backtest period (backtest)

9.18

—

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

9.33

—

Daily win rate, backtest period (backtest)

57.88%

—

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

75.93%

—

Backtest

Backtest final value (from $10,000)

$49k

—

Backtest regulatory fees

$49

—

Backtest slippage cost

$370

—

Returns

Backtest length

2,196

—

Out-of-sample length

486

—

Return, backtest period (annualized) (backtest)

19.97%

—

Return, backtest period (cumulative) (backtest)

389.07%

—

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

16.61%

3.62%

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

34.08%

2.81%

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

0.03%

—

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

0.34%

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

0.08%

—

Return, trailing 1 year (backtest)

12.44%

—

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

12.50%

86.44%

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

0.14%

—

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

0.95%

SPY annualized return over the backtest window (backtest)

13.81%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.39

—

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

0.33

331.36

Maximum drawdown, backtest period (backtest)

-50.66%

—

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

-50.66%

-0.01%

Sharpe ratio, backtest period (backtest)

0.68

—

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

0.52

18.06

Sortino ratio, backtest period (backtest)

1.64

—

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

1.09

—

Standard deviation, backtest period (backtest)

34.59%

—

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

52.59%

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)

—

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