Side-by-side comparison

Compare investment strategies

Direxion SS: SPXU on VIXM RSI, Else MSFU/NVDA/XOM 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/inverse etfs, momentum rotation, tech and energy tilt, volatility trigger

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)

0.06

—

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

1.31

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

25.81

—

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

29.42

—

Daily win rate, backtest period (backtest)

51.72%

—

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

50.63%

—

Backtest

Backtest final value (from $10,000)

$44k

—

Backtest regulatory fees

$80

—

Backtest slippage cost

$679

—

Returns

Backtest length

986

—

Out-of-sample length

711

—

Return, backtest period (annualized) (backtest)

46.31%

—

Return, backtest period (cumulative) (backtest)

343.94%

—

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

28.71%

3.62%

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

104.01%

2.81%

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

4.69%

—

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

0.20%

0.34%

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

6.55%

—

Return, trailing 1 year (backtest)

11.11%

—

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

11.11%

86.44%

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

7.03%

—

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

18.52%

0.95%

SPY annualized return over the backtest window (backtest)

22.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.84

—

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

0.52

331.36

Maximum drawdown, backtest period (backtest)

-55.28%

—

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

-55.28%

-0.01%

Sharpe ratio, backtest period (backtest)

1.10

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

1.82

—

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

1.27

—

Standard deviation, backtest period (backtest)

42.97%

—

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

42.04%

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