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Compare investment strategies

Feaver Frontrunner: T-Bills, 3x Dips and Nasdaq Short 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)

cash parking, daily rebalanced, inverse etfs, leveraged etfs, market-neutral overlay, momentum, nasdaq-focused, risk-on/risk-off, rsi extremes, tactical, trend 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)

0.32

—

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

0.75

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

24.97

—

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

19.12

—

Daily win rate, backtest period (backtest)

47.97%

—

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

73.76%

—

Backtest

Backtest final value (from $10,000)

$29.4M

—

Backtest regulatory fees

$33k

—

Backtest slippage cost

$301k

—

Returns

Backtest length

3,790

—

Out-of-sample length

503

—

Return, backtest period (annualized) (backtest)

70.04%

—

Return, backtest period (cumulative) (backtest)

294k%

—

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

48.63%

3.62%

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

120.90%

2.81%

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

0.04%

—

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

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

36.84%

—

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

36.83%

86.44%

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

0.17%

—

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

10.59%

0.95%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.55

—

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

2.15

331.36

Maximum drawdown, backtest period (backtest)

-27.50%

—

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

-22.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.64

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

3.42

—

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

2.57

—

Standard deviation, backtest period (backtest)

36.20%

—

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

37.56%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

176

—

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