Side-by-side comparison

Compare investment strategies

Fibonacci Barbell with 3x Sleeve and ETF Slices 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 overlay, diversified core, growth tilt, inverse-vol weighting, leveraged etfs, multi-asset barbell, weekly rebalance

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)

-0.03

—

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

2.19

—

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

0.96

—

Trading activity

Annualized turnover, backtest period (backtest)

2.16

—

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

2.22

—

Daily win rate, backtest period (backtest)

55.29%

—

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

56.37%

—

Backtest

Backtest final value (from $10,000)

$395k

—

Backtest regulatory fees

$57

—

Backtest slippage cost

$252

—

Returns

Backtest length

3,957

—

Out-of-sample length

816

—

Return, backtest period (annualized) (backtest)

26.38%

—

Return, backtest period (cumulative) (backtest)

3853%

—

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

41.73%

3.62%

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

209.81%

2.81%

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

0.90%

—

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

4.37%

0.34%

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

0.29%

—

Return, trailing 1 year (backtest)

51.12%

—

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

51.12%

86.44%

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

0.39%

—

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

3.72%

0.95%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.46

—

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

1.09

331.36

Maximum drawdown, backtest period (backtest)

-57.17%

—

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

-38.24%

-0.01%

Sharpe ratio, backtest period (backtest)

0.83

—

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

1.19

18.06

Sortino ratio, backtest period (backtest)

1.18

—

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

1.76

—

Standard deviation, backtest period (backtest)

35.86%

—

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

34.11%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.11

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

weekly

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