Side-by-side comparison

Compare investment strategies

Half-Low Catch: 3x Tech Uptrends and Rebound Buys 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)

leveraged etfs, momentum, regime switching, rsi/mean reversion, tactical allocation, 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)

0.66

—

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

3.04

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

73.69

—

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

73.51

—

Daily win rate, backtest period (backtest)

56.71%

—

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

52.44%

—

Backtest

Backtest final value (from $10,000)

$781k

—

Backtest regulatory fees

$1,179

—

Backtest slippage cost

$9,837

—

Returns

Backtest length

633

—

Out-of-sample length

164

—

Return, backtest period (annualized) (backtest)

465.33%

—

Return, backtest period (cumulative) (backtest)

7711%

—

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

194.58%

3.62%

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

102.87%

2.81%

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

1.67%

—

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

5.28%

0.34%

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

-4.25%

—

Return, trailing 1 year (backtest)

343.67%

—

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

0.00%

86.44%

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

-3.08%

—

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

-31.08%

0.95%

SPY annualized return over the backtest window (backtest)

18.87%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.95

—

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

4.58

331.36

Maximum drawdown, backtest period (backtest)

-42.50%

—

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

-42.50%

-0.01%

Sharpe ratio, backtest period (backtest)

2.59

—

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

1.86

18.06

Sortino ratio, backtest period (backtest)

5.36

—

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

3.09

—

Standard deviation, backtest period (backtest)

77.74%

—

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

72.01%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.80

—

Construction

Logic complexity (node count)

592

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

223

—

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