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Compare investment strategies

Hedge Hog TQQQ Trend with VIX and Treasury Hedges 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, nasdaq/tech focus, tactical hedging, treasuries, trend following, volatility (vix)

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)

0.04

—

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

1.34

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

52.40

—

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

49.95

—

Daily win rate, backtest period (backtest)

59.58%

—

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

53.45%

—

Backtest

Backtest final value (from $10,000)

$5.1B

—

Backtest regulatory fees

$12.8M

—

Backtest slippage cost

$123.3M

—

Returns

Backtest length

3,587

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

151.70%

—

Return, backtest period (cumulative) (backtest)

51023k%

—

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

26.23%

3.62%

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

64.43%

2.81%

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

0.39%

—

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

3.58%

0.34%

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

0.46%

—

Return, trailing 1 year (backtest)

-0.74%

—

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

-0.77%

86.44%

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

-0.11%

—

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

10.64%

0.95%

SPY annualized return over the backtest window (backtest)

14.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.21

—

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

1.07

331.36

Maximum drawdown, backtest period (backtest)

-24.42%

—

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

-24.43%

-0.01%

Sharpe ratio, backtest period (backtest)

2.82

—

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

0.85

18.06

Sortino ratio, backtest period (backtest)

6.55

—

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

1.50

—

Standard deviation, backtest period (backtest)

34.80%

—

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

33.65%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

1,172

—

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