Side-by-side comparison

Compare investment strategies

Equal-Weight Apple and Microsoft with Inverse Hedges 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)

daily rebalanced, inverse etfs, leveraged etfs, mean reversion, rules-based, tactical, tech-focused, volatility filter

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)

0.02

—

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

0.92

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

7.31

—

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

9.16

—

Daily win rate, backtest period (backtest)

53.99%

—

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

54.13%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$898

—

Backtest slippage cost

$7,241

—

Returns

Backtest length

3,930

—

Out-of-sample length

715

—

Return, backtest period (annualized) (backtest)

35.54%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

19.02%

3.62%

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

63.31%

2.81%

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

-0.75%

—

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

7.86%

0.34%

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

-0.40%

—

Return, trailing 1 year (backtest)

10.45%

—

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

10.74%

86.44%

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

2.34%

—

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

22.76%

0.95%

SPY annualized return over the backtest window (backtest)

13.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.11

—

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

0.71

331.36

Maximum drawdown, backtest period (backtest)

-32.00%

—

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

-26.76%

-0.01%

Sharpe ratio, backtest period (backtest)

1.18

—

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

0.85

18.06

Sortino ratio, backtest period (backtest)

1.91

—

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

1.28

—

Standard deviation, backtest period (backtest)

29.51%

—

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

23.77%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.52

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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