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Compare investment strategies

Golden Ark Ballers Semis, Energy, Crypto and Metals 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)

commodities, crypto proxies, leveraged etfs, mean reversion, momentum, multi-asset, sector rotation, tactical asset allocation, volatility targeting

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)

0.08

—

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

1.43

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

60.33

—

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

56.58

—

Daily win rate, backtest period (backtest)

55.25%

—

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

54.11%

—

Backtest

Backtest final value (from $10,000)

$81k

—

Backtest regulatory fees

$299

—

Backtest slippage cost

$2,251

—

Returns

Backtest length

1,077

—

Out-of-sample length

961

—

Return, backtest period (annualized) (backtest)

63.05%

—

Return, backtest period (cumulative) (backtest)

709.66%

—

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

34.51%

3.62%

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

210.15%

2.81%

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

0.30%

—

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

0.13%

0.34%

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

0.78%

—

Return, trailing 1 year (backtest)

36.64%

—

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

36.65%

86.44%

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

0.40%

—

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

8.63%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.18

—

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

1.19

331.36

Maximum drawdown, backtest period (backtest)

-28.92%

—

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

-28.92%

-0.01%

Sharpe ratio, backtest period (backtest)

1.46

—

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

0.96

18.06

Sortino ratio, backtest period (backtest)

2.82

—

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

1.78

—

Standard deviation, backtest period (backtest)

38.07%

—

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

38.06%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

2,598

—

Rebalance corridor width

10.00%

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