Side-by-side comparison

Compare investment strategies

Financials XLF with 3x Long and Inverse RSI Extremes 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 etfs, mean reversion, rsi, tactical sector, us financials

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)

0.06

—

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

1.05

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

4.47

—

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

5.20

—

Daily win rate, backtest period (backtest)

52.29%

—

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

53.70%

—

Backtest

Backtest final value (from $10,000)

$122k

—

Backtest regulatory fees

$88

—

Backtest slippage cost

$639

—

Returns

Backtest length

4,513

—

Out-of-sample length

581

—

Return, backtest period (annualized) (backtest)

14.97%

—

Return, backtest period (cumulative) (backtest)

1117%

—

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

24.07%

3.62%

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

63.72%

2.81%

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

0.45%

—

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

-3.95%

0.34%

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

0.02%

—

Return, trailing 1 year (backtest)

5.62%

—

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

3.94%

86.44%

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

2.19%

—

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

-1.32%

0.95%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.31

—

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

1.62

331.36

Maximum drawdown, backtest period (backtest)

-48.15%

—

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

-14.88%

-0.01%

Sharpe ratio, backtest period (backtest)

0.59

—

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

1.05

18.06

Sortino ratio, backtest period (backtest)

0.91

—

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

1.96

—

Standard deviation, backtest period (backtest)

32.17%

—

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

22.89%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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