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Compare investment strategies

Go-Anywhere Switcher: Hedges, 3x Tech and Energy/Dollar 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, high risk, leveraged etfs, momentum/mean reversion, tactical, tech-heavy, trend-following, 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)

0.55

—

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

2.30

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

57.64

—

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

63.69

—

Daily win rate, backtest period (backtest)

54.99%

—

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

53.85%

—

Backtest

Backtest final value (from $10,000)

$33k

—

Backtest regulatory fees

$51

—

Backtest slippage cost

$387

—

Returns

Backtest length

411

—

Out-of-sample length

273

—

Return, backtest period (annualized) (backtest)

107.45%

—

Return, backtest period (cumulative) (backtest)

229.70%

—

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

125.77%

3.62%

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

142.41%

2.81%

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

0.14%

—

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

-2.31%

0.34%

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

0.45%

—

Return, trailing 1 year (backtest)

111.40%

—

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

111.42%

86.44%

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

1.40%

—

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

14.58%

0.95%

SPY annualized return over the backtest window (backtest)

17.44%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.75

—

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

3.32

331.36

Maximum drawdown, backtest period (backtest)

-39.13%

—

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

-37.88%

-0.01%

Sharpe ratio, backtest period (backtest)

1.38

—

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

1.72

18.06

Sortino ratio, backtest period (backtest)

2.18

—

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

2.77

—

Standard deviation, backtest period (backtest)

71.14%

—

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

57.03%

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)

227

—

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