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Compare investment strategies

FNGU Trend Switch with TLT and UVXY vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

leveraged etfs, risk-on/risk-off, tactical, tech-focused, trend + momentum

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)

0.86

—

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

4.73

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

42.77

—

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

11.81

—

Daily win rate, backtest period (backtest)

56.88%

—

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

57.81%

—

Backtest

Backtest final value (from $10,000)

$26k

—

Backtest regulatory fees

$15

—

Backtest slippage cost

$110

—

Returns

Backtest length

218

—

Out-of-sample length

—

Return, backtest period (annualized) (backtest)

195.63%

—

Return, backtest period (cumulative) (backtest)

156.51%

—

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

614.15%

3.62%

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

58.45%

2.81%

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

-9.54%

—

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

14.60%

0.34%

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

-10.95%

—

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

0.00%

86.44%

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

-8.79%

—

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

0.00%

0.95%

SPY annualized return over the backtest window (backtest)

15.34%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.62

—

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

50.09

331.36

Maximum drawdown, backtest period (backtest)

-42.33%

—

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

-12.26%

-0.01%

Sharpe ratio, backtest period (backtest)

1.96

—

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

3.56

18.06

Sortino ratio, backtest period (backtest)

3.13

—

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

4.37

—

Standard deviation, backtest period (backtest)

66.84%

—

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

61.33%

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

5.00%

9.00%

Rebalance frequency

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