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Compare investment strategies

KMLM Full Build with UVXY Hedge and 3x Dip Buying 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 rebalancing, leveraged etfs, managed futures, mean-reversion, tactical allocation, trend-following, 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)

0.82

—

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

0.77

—

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

0.16

—

Trading activity

Annualized turnover, backtest period (backtest)

99.93

—

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

102.30

—

Daily win rate, backtest period (backtest)

56.28%

—

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

50.65%

—

Backtest

Backtest final value (from $10,000)

$1.0B

—

Backtest regulatory fees

$3.0M

—

Backtest slippage cost

$28.8M

—

Returns

Backtest length

1,450

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

642.09%

—

Return, backtest period (cumulative) (backtest)

10281k%

—

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

93.47%

3.62%

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

309.16%

2.81%

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

-1.12%

—

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

-13.83%

0.34%

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

-5.55%

—

Return, trailing 1 year (backtest)

32.94%

—

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

32.90%

86.44%

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

-6.71%

—

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

26.01%

0.95%

SPY annualized return over the backtest window (backtest)

15.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

14.97

—

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

2.18

331.36

Maximum drawdown, backtest period (backtest)

-42.88%

—

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

-42.89%

-0.01%

Sharpe ratio, backtest period (backtest)

2.97

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

5.31

—

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

1.95

—

Standard deviation, backtest period (backtest)

77.55%

—

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

78.04%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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