Side-by-side comparison

Compare investment strategies

Dippy 3x Stock Uptrends with VIX Panic Switch and Treasuries 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)

daily rebalance, leveraged etfs, mean reversion, multi-timeframe trend, risk-on/risk-off, sector rotation, tactical allocation, 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)

0.11

—

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

0.68

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

35.66

—

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

35.22

—

Daily win rate, backtest period (backtest)

56.80%

—

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

53.59%

—

Backtest

Backtest final value (from $10,000)

$320k

—

Backtest regulatory fees

$1,000

—

Backtest slippage cost

$7,573

—

Returns

Backtest length

2,352

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

44.96%

—

Return, backtest period (cumulative) (backtest)

3103%

—

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

25.62%

3.62%

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

142.10%

2.81%

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

1.21%

—

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

3.77%

0.34%

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

1.44%

—

Return, trailing 1 year (backtest)

34.08%

—

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

34.08%

86.44%

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

1.71%

—

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

11.34%

0.95%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.14

—

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

1.22

331.36

Maximum drawdown, backtest period (backtest)

-21.01%

—

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

-21.01%

-0.01%

Sharpe ratio, backtest period (backtest)

2.14

—

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

1.36

18.06

Sortino ratio, backtest period (backtest)

3.52

—

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

2.08

—

Standard deviation, backtest period (backtest)

18.15%

—

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

17.92%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

1,240

—

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