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Compare investment strategies

Dippy: Tech/Semis Dips and Rips, Sector/Treasury Engine 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)

etf rotation, leveraged etfs, mean reversion, risk-on/risk-off, systematic, tactical allocation, trend following, volatility timing

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)

-0.10

—

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

1.82

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

30.32

—

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

25.46

—

Daily win rate, backtest period (backtest)

54.93%

—

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

51.09%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$5,535

—

Backtest slippage cost

$42k

—

Returns

Backtest length

2,372

—

Out-of-sample length

961

—

Return, backtest period (annualized) (backtest)

82.11%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

21.54%

3.62%

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

110.57%

2.81%

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

1.84%

—

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

-5.92%

0.34%

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

5.55%

—

Return, trailing 1 year (backtest)

19.80%

—

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

19.80%

86.44%

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

1.38%

—

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

-0.97%

0.95%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.24

—

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

0.61

331.36

Maximum drawdown, backtest period (backtest)

-36.66%

—

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

-35.40%

-0.01%

Sharpe ratio, backtest period (backtest)

1.78

—

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

0.68

18.06

Sortino ratio, backtest period (backtest)

3.25

—

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

1.18

—

Standard deviation, backtest period (backtest)

37.41%

—

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

39.27%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

2,818

—

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