Side-by-side comparison

Compare investment strategies

Hyperactive 3x Tech, Staged Shorts, China Swings 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)

daily rebalanced, leveraged etfs, mean reversion, tactical rotation, trend/momentum, 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)

0.02

—

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

1.20

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

106.17

—

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

106.18

—

Daily win rate, backtest period (backtest)

53.01%

—

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

53.01%

—

Backtest

Backtest final value (from $10,000)

$13k

—

Backtest regulatory fees

$60

—

Backtest slippage cost

$394

—

Returns

Backtest length

349

—

Out-of-sample length

349

—

Return, backtest period (annualized) (backtest)

22.21%

—

Return, backtest period (cumulative) (backtest)

32.12%

—

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

29.87%

3.62%

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

42.87%

2.81%

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

-5.29%

—

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

11.82%

0.34%

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

-6.48%

—

Return, trailing 1 year (backtest)

13.83%

—

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

35.81%

86.44%

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

-5.48%

—

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

23.43%

0.95%

SPY annualized return over the backtest window (backtest)

22.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.57

—

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

0.77

331.36

Maximum drawdown, backtest period (backtest)

-39.04%

—

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

-39.04%

-0.01%

Sharpe ratio, backtest period (backtest)

0.72

—

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

0.88

18.06

Sortino ratio, backtest period (backtest)

1.09

—

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

1.10

—

Standard deviation, backtest period (backtest)

38.15%

—

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

38.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.32

—

Construction

Logic complexity (node count)

6,659

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

161

—

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