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Compare investment strategies

Five-Sleeve Gold, Tech, EM, REIT and Treasury Trend 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)

em, leveraged tactical etfs, long/short gold, reits, tech, treasuries, trend + rsi rotation, volatility hedge

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)

0.17

—

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

0.55

—

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

0.29

—

Trading activity

Annualized turnover, backtest period (backtest)

30.38

—

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

26.16

—

Daily win rate, backtest period (backtest)

57.95%

—

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

55.30%

—

Backtest

Backtest final value (from $10,000)

$21.3M

—

Backtest regulatory fees

$38k

—

Backtest slippage cost

$320k

—

Returns

Backtest length

3,781

—

Out-of-sample length

396

—

Return, backtest period (annualized) (backtest)

66.66%

—

Return, backtest period (cumulative) (backtest)

213k%

—

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

26.55%

3.62%

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

44.10%

2.81%

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

-1.06%

—

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

-2.85%

0.34%

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

0.43%

—

Return, trailing 1 year (backtest)

2.60%

—

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

16.93%

86.44%

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

0.40%

—

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

-7.59%

0.95%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.13

—

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

0.85

331.36

Maximum drawdown, backtest period (backtest)

-31.26%

—

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

-31.27%

-0.01%

Sharpe ratio, backtest period (backtest)

2.25

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

3.60

—

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

1.32

—

Standard deviation, backtest period (backtest)

23.95%

—

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

32.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

200

—

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