Side-by-side comparison

Compare investment strategies

Double Pop Bots with 3x Dip Buying and VXX Hedge 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)

leveraged etfs, mean reversion, momentum filter, risk-on/risk-off, tactical rotation, 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)

0.27

—

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

1.52

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

49.87

—

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

42.44

—

Daily win rate, backtest period (backtest)

55.68%

—

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

67.92%

—

Backtest

Backtest final value (from $10,000)

$2.7M

—

Backtest regulatory fees

$5,584

—

Backtest slippage cost

$47k

—

Returns

Backtest length

2,193

—

Out-of-sample length

530

—

Return, backtest period (annualized) (backtest)

90.57%

—

Return, backtest period (cumulative) (backtest)

27k%

—

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

62.06%

3.62%

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

176.59%

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)

70.28%

—

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

70.28%

86.44%

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

0.17%

—

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

10.59%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.82

—

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

2.30

331.36

Maximum drawdown, backtest period (backtest)

-32.13%

—

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

-26.95%

-0.01%

Sharpe ratio, backtest period (backtest)

1.79

—

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

1.48

18.06

Sortino ratio, backtest period (backtest)

3.13

—

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

2.85

—

Standard deviation, backtest period (backtest)

40.64%

—

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

37.11%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.85

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

8.00%

9.00%

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