Side-by-side comparison

Compare investment strategies

Dragon-Style Portfolio with VIX and Beta Hedge vs Defensive Sector/Bond Switch with SPY-QQQ Offense

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)

equities, gold, leveraged/inverse etfs, long-vol hedge, multi-asset, risk parity, tactical allocation, treasuries, trend/momentum, usd

bonds/cash, defensive sectors, leverage overlay, managed futures, risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.80

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

24.51

—

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

27.27

—

Daily win rate, backtest period (backtest)

58.94%

—

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

56.43%

—

Backtest

Backtest final value (from $10,000)

$820k

—

Backtest regulatory fees

$1,964

—

Backtest slippage cost

$15k

—

Returns

Backtest length

3,200

—

Out-of-sample length

879

—

Return, backtest period (annualized) (backtest)

41.48%

—

Return, backtest period (cumulative) (backtest)

8104%

—

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

25.91%

11.23%

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

123.54%

0.81%

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

0.39%

—

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

0.81%

0.00%

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

0.98%

—

Return, trailing 1 year (backtest)

11.80%

—

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

11.80%

0.00%

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

0.56%

—

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

7.63%

0.00%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.90

—

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

1.81

14.66

Maximum drawdown, backtest period (backtest)

-14.28%

—

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

-14.28%

-0.77%

Sharpe ratio, backtest period (backtest)

2.48

—

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

1.53

3.90

Sortino ratio, backtest period (backtest)

4.11

—

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

2.44

—

Standard deviation, backtest period (backtest)

14.45%

—

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

15.94%

2.89%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

339

—

Rebalance corridor width

2.00%

—

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