Side-by-side comparison

Compare investment strategies

Fear-Gated TQQQ Swing Trader or Trending Mega-Cap Stocks 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, hedging, leveraged etfs, momentum + mean reversion, quant, tech megacap focus, volatility regime 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)

0.23

—

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

1.35

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

49.79

—

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

53.14

—

Daily win rate, backtest period (backtest)

55.65%

—

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

53.63%

—

Backtest

Backtest final value (from $10,000)

$670.8M

—

Backtest regulatory fees

$1.7M

—

Backtest slippage cost

$16.4M

—

Returns

Backtest length

3,089

—

Out-of-sample length

662

—

Return, backtest period (annualized) (backtest)

147.53%

—

Return, backtest period (cumulative) (backtest)

6708k%

—

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

48.21%

3.62%

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

181.58%

2.81%

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

-0.53%

—

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

-7.98%

0.34%

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

0.89%

—

Return, trailing 1 year (backtest)

20.60%

—

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

20.59%

86.44%

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

-1.58%

—

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

2.84%

0.95%

SPY annualized return over the backtest window (backtest)

13.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.23

—

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

1.38

331.36

Maximum drawdown, backtest period (backtest)

-34.90%

—

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

-34.90%

-0.01%

Sharpe ratio, backtest period (backtest)

2.16

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

4.30

—

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

1.76

—

Standard deviation, backtest period (backtest)

46.87%

—

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

46.13%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.38

—

Construction

Logic complexity (node count)

434

—

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