Side-by-side comparison

Compare investment strategies

Duo Cycler 3x Tech/Semis Dips with Crypto Sidecar 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)

crypto overlay, leveraged etfs, macro regime, mean reversion, tactical asset allocation, tech/semiconductors tilt, trend following, volatility hedging

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)

0.03

—

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

1.33

—

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

0.39

—

Trading activity

Annualized turnover, backtest period (backtest)

139.48

—

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

133.99

—

Daily win rate, backtest period (backtest)

56.01%

—

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

52.20%

—

Backtest

Backtest final value (from $10,000)

$1.8M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$109k

—

Returns

Backtest length

1,057

—

Out-of-sample length

728

—

Return, backtest period (annualized) (backtest)

246.15%

—

Return, backtest period (cumulative) (backtest)

18k%

—

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

21.77%

207.42%

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

76.79%

17.40%

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

1.67%

—

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

26.89%

17.20%

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

2.51%

—

Return, trailing 1 year (backtest)

75.66%

—

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

75.64%

0.00%

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

9.97%

—

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

31.58%

0.00%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.00

—

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

0.44

43.28

Maximum drawdown, backtest period (backtest)

-49.25%

—

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

-49.25%

-4.79%

Sharpe ratio, backtest period (backtest)

2.59

—

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

0.64

3.80

Sortino ratio, backtest period (backtest)

4.49

—

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

0.97

—

Standard deviation, backtest period (backtest)

53.42%

—

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

51.63%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

5,574

—

Rebalance corridor width

10.00%

—

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