Side-by-side comparison

Compare investment strategies

Equity, Commodity, EM, Bond Rotator with Leveraged ETFs 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 rebalance, leveraged/inverse etfs, momentum and trend, multi-asset, tactical allocation

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)

0.52

—

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

0.24

—

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

0.15

—

Trading activity

Annualized turnover, backtest period (backtest)

49.56

—

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

49.23

—

Daily win rate, backtest period (backtest)

59.44%

—

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

58.06%

—

Backtest

Backtest final value (from $10,000)

$165k

—

Backtest regulatory fees

$424

—

Backtest slippage cost

$3,182

—

Returns

Backtest length

1,600

—

Out-of-sample length

360

—

Return, backtest period (annualized) (backtest)

55.51%

—

Return, backtest period (cumulative) (backtest)

1553%

—

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

74.58%

3.62%

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

122.15%

2.81%

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

0.56%

—

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

3.32%

0.34%

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

1.24%

—

Return, trailing 1 year (backtest)

87.79%

—

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

87.80%

86.44%

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

0.81%

—

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

15.58%

0.95%

SPY annualized return over the backtest window (backtest)

17.66%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.92

—

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

6.99

331.36

Maximum drawdown, backtest period (backtest)

-18.98%

—

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

-10.67%

-0.01%

Sharpe ratio, backtest period (backtest)

2.24

—

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

2.82

18.06

Sortino ratio, backtest period (backtest)

3.64

—

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

4.89

—

Standard deviation, backtest period (backtest)

20.65%

—

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

20.58%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

405

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

152

—

Watchers

116

—

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