Side-by-side comparison

Compare investment strategies

Infinite RSI QQQ with VIXY Hedge and 3x Tech Dips vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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, rsi mean-reversion, tactical allocation, trend-following mas, volatility hedge

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

2.09

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

30.21

—

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

25.42

—

Daily win rate, backtest period (backtest)

55.31%

—

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

54.02%

—

Backtest

Backtest final value (from $10,000)

$331.6M

—

Backtest regulatory fees

$365k

—

Backtest slippage cost

$3.5M

—

Returns

Backtest length

3,970

—

Out-of-sample length

3,970

—

Return, backtest period (annualized) (backtest)

93.59%

—

Return, backtest period (cumulative) (backtest)

3316k%

—

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

55.10%

261.52%

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

174.60%

6.85%

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

-5.04%

—

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

9.41%

1.95%

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

-6.34%

—

Return, trailing 1 year (backtest)

14.31%

—

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

23.59%

0.00%

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

-8.92%

—

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

11.93%

6.14%

SPY annualized return over the backtest window (backtest)

14.06%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.53

—

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

2.22

376.45

Maximum drawdown, backtest period (backtest)

-37.03%

—

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

-24.78%

-0.69%

Sharpe ratio, backtest period (backtest)

1.69

—

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

1.15

7.79

Sortino ratio, backtest period (backtest)

2.93

—

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

1.79

—

Standard deviation, backtest period (backtest)

44.95%

—

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

47.77%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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