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Compare investment strategies

Gain Train: Semis and Big Tech with Gold and Hedges 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)

hedging, levered etfs, momentum and mean-reversion, multi-asset, risk-on/risk-off, tactical allocation

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)

0.24

—

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

1.58

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

46.78

—

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

44.75

—

Daily win rate, backtest period (backtest)

56.57%

—

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

56.62%

—

Backtest

Backtest final value (from $10,000)

$23.2M

—

Backtest regulatory fees

$44k

—

Backtest slippage cost

$395k

—

Returns

Backtest length

3,187

—

Out-of-sample length

468

—

Return, backtest period (annualized) (backtest)

84.49%

—

Return, backtest period (cumulative) (backtest)

232k%

—

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

53.37%

3.62%

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

121.66%

2.81%

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

-0.26%

—

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

0.74%

0.34%

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

-0.97%

—

Return, trailing 1 year (backtest)

36.07%

—

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

36.06%

86.44%

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

-3.64%

—

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

-4.07%

0.95%

SPY annualized return over the backtest window (backtest)

14.31%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.31

—

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

2.57

331.36

Maximum drawdown, backtest period (backtest)

-25.55%

—

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

-20.78%

-0.01%

Sharpe ratio, backtest period (backtest)

1.92

—

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

1.25

18.06

Sortino ratio, backtest period (backtest)

3.41

—

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

2.29

—

Standard deviation, backtest period (backtest)

34.92%

—

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

40.61%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.33

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

6.90%

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