Side-by-side comparison

Compare investment strategies

Daily 3x Dip Buying with Bitcoin Sleeve and Treasury Bets 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)

biotech, crypto, energy, leveraged etfs, mean reversion, real estate, small caps, staples, tactical rotation, tech/semis, treasuries, trend-following, 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)

0.72

—

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

1.34

—

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

0.25

—

Trading activity

Annualized turnover, backtest period (backtest)

105.20

—

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

74.63

—

Daily win rate, backtest period (backtest)

55.17%

—

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

53.85%

—

Backtest

Backtest final value (from $10,000)

$6.4M

—

Backtest regulatory fees

$13k

—

Backtest slippage cost

$106k

—

Returns

Backtest length

939

—

Out-of-sample length

130

—

Return, backtest period (annualized) (backtest)

465.04%

—

Return, backtest period (cumulative) (backtest)

64k%

—

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

162.28%

3.62%

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

65.08%

2.81%

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

0.01%

—

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

-0.87%

0.34%

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

1.16%

—

Return, trailing 1 year (backtest)

171.39%

—

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

320.08%

86.44%

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

0.67%

—

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

34.71%

0.95%

SPY annualized return over the backtest window (backtest)

21.44%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.89

—

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

4.16

331.36

Maximum drawdown, backtest period (backtest)

-78.89%

—

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

-39.02%

-0.01%

Sharpe ratio, backtest period (backtest)

2.13

—

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

1.81

18.06

Sortino ratio, backtest period (backtest)

3.80

—

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

2.95

—

Standard deviation, backtest period (backtest)

106.89%

—

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

65.39%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.90

—

Construction

Logic complexity (node count)

383

—

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