Side-by-side comparison

Compare investment strategies

Current Portfolio 3x Semis and Indexes with 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)

leveraged etfs, mean-reversion, momentum, sector rotation, semiconductors, tactical, volatility hedge

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)

0.77

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

71.07

—

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

72.28

—

Daily win rate, backtest period (backtest)

56.16%

—

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

53.96%

—

Backtest

Backtest final value (from $10,000)

$39.6M

—

Backtest regulatory fees

$177k

—

Backtest slippage cost

$1.6M

—

Returns

Backtest length

3,522

—

Out-of-sample length

1,010

—

Return, backtest period (annualized) (backtest)

80.85%

—

Return, backtest period (cumulative) (backtest)

395k%

—

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

35.10%

3.62%

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

234.28%

2.81%

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

-0.33%

—

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

-0.89%

0.34%

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

-1.64%

—

Return, trailing 1 year (backtest)

-0.11%

—

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

-0.12%

86.44%

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

-1.96%

—

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

-0.82%

0.95%

SPY annualized return over the backtest window (backtest)

14.66%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.80

—

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

1.22

331.36

Maximum drawdown, backtest period (backtest)

-28.82%

—

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

-28.83%

-0.01%

Sharpe ratio, backtest period (backtest)

1.82

—

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

1.17

18.06

Sortino ratio, backtest period (backtest)

3.51

—

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

1.84

—

Standard deviation, backtest period (backtest)

35.91%

—

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

29.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.31

—

Construction

Logic complexity (node count)

3,892

—

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