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Compare investment strategies

Hot/Cold Hedges and Dip Buys with KMLM Switch 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)

crash-catcher, leveraged-momentum, managed-futures, regime-switching, tactical-allocation, volatility-hedge

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)

0.20

—

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

0.48

—

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

0.12

—

Trading activity

Annualized turnover, backtest period (backtest)

68.75

—

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

72.05

—

Daily win rate, backtest period (backtest)

57.84%

—

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

54.19%

—

Backtest

Backtest final value (from $10,000)

$1.4M

—

Backtest regulatory fees

$4,182

—

Backtest slippage cost

$33k

—

Returns

Backtest length

944

—

Out-of-sample length

358

—

Return, backtest period (annualized) (backtest)

273.86%

—

Return, backtest period (cumulative) (backtest)

14k%

—

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

31.05%

3.62%

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

46.04%

2.81%

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

-5.03%

—

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

-3.78%

0.34%

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

-7.40%

—

Return, trailing 1 year (backtest)

28.18%

—

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

22.68%

86.44%

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

-13.93%

—

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

22.48%

0.95%

SPY annualized return over the backtest window (backtest)

20.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.36

—

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

0.95

331.36

Maximum drawdown, backtest period (backtest)

-32.77%

—

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

-32.77%

-0.01%

Sharpe ratio, backtest period (backtest)

2.86

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

5.26

—

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

0.91

—

Standard deviation, backtest period (backtest)

50.55%

—

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

46.74%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

1,781

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

119

—

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