Side-by-side comparison

Compare investment strategies

Enhanced Leveraged Tech Rotation with T-Bill Parking 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)

inverse etfs, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, trend-following

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)

0.64

—

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

1.98

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

51.41

—

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

51.10

—

Daily win rate, backtest period (backtest)

55.04%

—

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

55.87%

—

Backtest

Backtest final value (from $10,000)

$11.5M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$123k

—

Returns

Backtest length

1,459

—

Out-of-sample length

383

—

Return, backtest period (annualized) (backtest)

237.41%

—

Return, backtest period (cumulative) (backtest)

115k%

—

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

146.30%

3.62%

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

294.93%

2.81%

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

0.07%

—

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

2.37%

0.34%

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

-5.71%

—

Return, trailing 1 year (backtest)

104.04%

—

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

104.03%

86.44%

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

-1.01%

—

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

15.88%

0.95%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.16

—

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

3.91

331.36

Maximum drawdown, backtest period (backtest)

-38.56%

—

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

-37.46%

-0.01%

Sharpe ratio, backtest period (backtest)

2.41

—

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

1.71

18.06

Sortino ratio, backtest period (backtest)

4.00

—

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

2.59

—

Standard deviation, backtest period (backtest)

57.44%

—

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

65.71%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

140

—

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