Side-by-side comparison

Compare investment strategies

Growth vs Value Rotation into Mega-Cap Baskets 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)

equal-weight, growth vs value rotation, momentum (6-month), single-stock baskets, us large-cap, weekly rebalance

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)

0.10

—

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

0.98

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

5.28

—

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

5.68

—

Daily win rate, backtest period (backtest)

55.41%

—

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

55.66%

—

Backtest

Backtest final value (from $10,000)

$611k

—

Backtest regulatory fees

$268

—

Backtest slippage cost

$1,940

—

Returns

Backtest length

4,095

—

Out-of-sample length

954

—

Return, backtest period (annualized) (backtest)

28.79%

—

Return, backtest period (cumulative) (backtest)

6011%

—

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

33.54%

3.62%

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

199.22%

2.81%

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

1.35%

—

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

5.65%

0.34%

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

2.70%

—

Return, trailing 1 year (backtest)

43.78%

—

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

43.78%

86.44%

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

2.75%

—

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

8.85%

0.95%

SPY annualized return over the backtest window (backtest)

15.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

1.18

331.36

Maximum drawdown, backtest period (backtest)

-32.10%

—

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

-28.48%

-0.01%

Sharpe ratio, backtest period (backtest)

1.31

—

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

1.58

18.06

Sortino ratio, backtest period (backtest)

1.91

—

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

2.33

—

Standard deviation, backtest period (backtest)

20.97%

—

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

19.58%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.14

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

weekly

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