Side-by-side comparison

Compare investment strategies

Half Cautious 3x Trend, Half Pop Engine Blend 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)

dip buying, leveraged etfs, tactical asset allocation, trend following, us equities, us treasuries, volatility hedging

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)

0.06

—

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

1.64

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

53.20

—

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

49.59

—

Daily win rate, backtest period (backtest)

56.83%

—

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

57.72%

—

Backtest

Backtest final value (from $10,000)

$17.2M

—

Backtest regulatory fees

$51k

—

Backtest slippage cost

$449k

—

Returns

Backtest length

2,189

—

Out-of-sample length

849

—

Return, backtest period (annualized) (backtest)

135.68%

—

Return, backtest period (cumulative) (backtest)

172k%

—

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

40.45%

3.62%

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

214.51%

2.81%

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

0.51%

—

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

2.10%

0.34%

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

0.99%

—

Return, trailing 1 year (backtest)

12.89%

—

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

12.87%

86.44%

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

-0.23%

—

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

-4.23%

0.95%

SPY annualized return over the backtest window (backtest)

14.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.41

—

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

1.02

331.36

Maximum drawdown, backtest period (backtest)

-39.83%

—

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

-39.83%

-0.01%

Sharpe ratio, backtest period (backtest)

2.32

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

4.08

—

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

1.64

—

Standard deviation, backtest period (backtest)

40.41%

—

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

35.24%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

4,561

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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