Side-by-side comparison

Compare investment strategies

Double Pop Bots SPXL/TQQQ/UVXY/T-Bills Rotation 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 etfs, risk-on/risk-off, tactical momentum, us equities, volatility hedge

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)

0.26

—

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

1.22

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

38.35

—

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

33.87

—

Daily win rate, backtest period (backtest)

49.27%

—

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

72.38%

—

Backtest

Backtest final value (from $10,000)

$92.5M

—

Backtest regulatory fees

$125k

—

Backtest slippage cost

$1.2M

—

Returns

Backtest length

3,775

—

Out-of-sample length

945

—

Return, backtest period (annualized) (backtest)

83.95%

—

Return, backtest period (cumulative) (backtest)

925k%

—

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

61.22%

3.62%

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

500.67%

2.81%

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

0.04%

—

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

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

75.64%

—

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

75.62%

86.44%

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

0.17%

—

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

5.77%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.18

—

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

2.18

331.36

Maximum drawdown, backtest period (backtest)

-38.45%

—

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

-28.11%

-0.01%

Sharpe ratio, backtest period (backtest)

1.89

—

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

1.70

18.06

Sortino ratio, backtest period (backtest)

3.41

—

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

3.09

—

Standard deviation, backtest period (backtest)

35.45%

—

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

30.85%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.88

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

131

—

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