Side-by-side comparison

Compare investment strategies

Dollar-Sign Pops 3x Tech Swing with VXX Hedge vs Domestic Leveraged Sector Trend Rotation

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)

k-1 free, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical rotation, tech-focused, volatility-aware

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.21

—

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

0.67

—

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

0.21

—

Trading activity

Annualized turnover, backtest period (backtest)

81.51

—

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

81.80

—

Daily win rate, backtest period (backtest)

55.05%

—

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

59.34%

—

Backtest

Backtest final value (from $10,000)

$259.0M

—

Backtest regulatory fees

$1.2M

—

Backtest slippage cost

$12.0M

—

Returns

Backtest length

2,189

—

Out-of-sample length

610

—

Return, backtest period (annualized) (backtest)

221.98%

—

Return, backtest period (cumulative) (backtest)

2590k%

—

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

24.37%

67.14%

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

69.67%

4.80%

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

0.02%

—

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

5.34%

4.80%

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

0.07%

—

Return, trailing 1 year (backtest)

-4.52%

—

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

-4.55%

0.00%

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

0.15%

—

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

-5.79%

0.00%

SPY annualized return over the backtest window (backtest)

14.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.79

—

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

0.53

53.07

Maximum drawdown, backtest period (backtest)

-46.37%

—

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

-46.37%

-1.27%

Sharpe ratio, backtest period (backtest)

2.38

—

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

0.68

4.69

Sortino ratio, backtest period (backtest)

4.47

—

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

1.00

—

Standard deviation, backtest period (backtest)

55.42%

—

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

50.98%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,038

—

Rebalance corridor width

10.00%

1.00%

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