Side-by-side comparison

Compare investment strategies

KMLM Gate with Leveraged Tech and Panic Basket 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 strategy, leveraged etfs, managed futures, momentum (rsi), tactical rotation, tech/semis, 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)

0.12

—

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

3.37

—

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

0.59

—

Trading activity

Annualized turnover, backtest period (backtest)

56.63

—

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

66.79

—

Daily win rate, backtest period (backtest)

54.19%

—

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

54.14%

—

Backtest

Backtest final value (from $10,000)

$244k

—

Backtest regulatory fees

$583

—

Backtest slippage cost

$4,700

—

Returns

Backtest length

930

—

Out-of-sample length

532

—

Return, backtest period (annualized) (backtest)

137.46%

—

Return, backtest period (cumulative) (backtest)

2341%

—

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

34.23%

3.62%

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

86.39%

2.81%

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

-1.01%

—

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

-4.61%

0.34%

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

-9.19%

—

Return, trailing 1 year (backtest)

29.19%

—

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

29.19%

86.44%

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

-9.46%

—

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

-3.83%

0.95%

SPY annualized return over the backtest window (backtest)

21.27%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.10

—

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

0.52

331.36

Maximum drawdown, backtest period (backtest)

-65.47%

—

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

-65.47%

-0.01%

Sharpe ratio, backtest period (backtest)

1.46

—

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

0.79

18.06

Sortino ratio, backtest period (backtest)

2.25

—

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

1.14

—

Standard deviation, backtest period (backtest)

82.91%

—

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

92.36%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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