Side-by-side comparison

Compare investment strategies

Enigma Crash-Aware Leveraged Tech Rotation with Safe Havens 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)

crash protection, hedged, leveraged etfs, momentum & mean reversion, tactical multi-asset, volatility/regime switching

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)

0.18

—

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

-0.02

—

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

-0.02

—

Trading activity

Annualized turnover, backtest period (backtest)

60.29

—

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

63.72

—

Daily win rate, backtest period (backtest)

56.84%

—

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

53.94%

—

Backtest

Backtest final value (from $10,000)

$4.7M

—

Backtest regulatory fees

$26k

—

Backtest slippage cost

$214k

—

Returns

Backtest length

2,966

—

Out-of-sample length

812

—

Return, backtest period (annualized) (backtest)

68.49%

—

Return, backtest period (cumulative) (backtest)

46k%

—

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

18.06%

3.62%

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

70.84%

2.81%

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

-0.35%

—

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

-0.74%

0.34%

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

-0.07%

—

Return, trailing 1 year (backtest)

6.21%

—

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

6.18%

86.44%

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

0.21%

—

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

-3.20%

0.95%

SPY annualized return over the backtest window (backtest)

13.74%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.12

—

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

1.08

331.36

Maximum drawdown, backtest period (backtest)

-16.64%

—

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

-16.65%

-0.01%

Sharpe ratio, backtest period (backtest)

2.68

—

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

1.07

18.06

Sortino ratio, backtest period (backtest)

5.61

—

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

1.67

—

Standard deviation, backtest period (backtest)

20.25%

—

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

16.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

417

—

Rebalance corridor width

7.00%

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