Side-by-side comparison

Compare investment strategies

Dot-Com Bust: Trend Gate with Monster Beverage and Staples vs Bond and Defensive Signals Gate for TQQQ

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)

momentum, sector rotation, single-stock tilt, tactical allocation, trend-following, us equities

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.09

—

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

0.91

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

18.58

—

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

20.44

—

Daily win rate, backtest period (backtest)

54.60%

—

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

55.09%

—

Backtest

Backtest final value (from $10,000)

$3.0M

—

Backtest regulatory fees

$6,698

—

Backtest slippage cost

$48k

—

Returns

Backtest length

6,929

—

Out-of-sample length

795

—

Return, backtest period (annualized) (backtest)

23.02%

—

Return, backtest period (cumulative) (backtest)

30k%

—

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

29.09%

207.42%

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

124.04%

17.40%

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

0.55%

—

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

3.67%

17.20%

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

0.69%

—

Return, trailing 1 year (backtest)

42.76%

—

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

42.76%

0.00%

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

0.92%

—

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

3.90%

0.00%

SPY annualized return over the backtest window (backtest)

8.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.85

—

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

2.27

43.28

Maximum drawdown, backtest period (backtest)

-27.01%

—

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

-12.80%

-4.79%

Sharpe ratio, backtest period (backtest)

1.06

—

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

1.38

3.80

Sortino ratio, backtest period (backtest)

1.65

—

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

2.35

—

Standard deviation, backtest period (backtest)

21.90%

—

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

20.00%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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