Side-by-side comparison

Compare investment strategies

Double Dippy with Commodities and Volatility Fade vs AutoSignals TQQQ vs SH Trend Switch

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Cash / T-bills

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Rebalance schedule

—

Trading signal: Relative strength vs another asset

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Trading signal: Volatility regime (VIX)

—

Weighting scheme

—

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodities, daily rebalancing, leveraged etfs, managed futures, mean reversion, tactical allocation, trend following, volatility hedging

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

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)

1.04

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

41.82

—

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

42.77

—

Daily win rate, backtest period (backtest)

58.45%

—

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

54.92%

—

Backtest

Backtest final value (from $10,000)

$449k

—

Backtest regulatory fees

$1,327

—

Backtest slippage cost

$9,595

—

Returns

Backtest length

1,846

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

68.06%

—

Return, backtest period (cumulative) (backtest)

4392%

—

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

33.16%

147.30%

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

203.49%

8.62%

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

0.83%

—

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

-0.53%

8.61%

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

1.71%

—

Return, trailing 1 year (backtest)

61.48%

—

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

61.48%

0.00%

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

0.59%

—

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

12.74%

0.00%

SPY annualized return over the backtest window (backtest)

16.43%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.85

—

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

1.39

173.27

Maximum drawdown, backtest period (backtest)

-23.91%

—

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

-23.91%

-0.85%

Sharpe ratio, backtest period (backtest)

2.27

—

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

1.36

6.68

Sortino ratio, backtest period (backtest)

3.67

—

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

2.09

—

Standard deviation, backtest period (backtest)

24.14%

—

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

22.94%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

1,705

—

Rebalance frequency

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