Side-by-side comparison

Compare investment strategies

KMLM-Gated TQQQ with VIXY and PSQ Hedges vs Domestic Leveraged Sector Trend Rotation

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)

leveraged etfs, managed futures, mean reversion, risk-on/risk-off, rsi-based, tactical momentum, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.55

—

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

0.85

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

63.43

—

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

65.83

—

Daily win rate, backtest period (backtest)

56.14%

—

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

51.02%

—

Backtest

Backtest final value (from $10,000)

$48.1M

—

Backtest regulatory fees

$75k

—

Backtest slippage cost

$704k

—

Returns

Backtest length

1,450

—

Out-of-sample length

245

—

Return, backtest period (annualized) (backtest)

336.02%

—

Return, backtest period (cumulative) (backtest)

481k%

—

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

80.31%

67.14%

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

77.80%

4.80%

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

-0.43%

—

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

-2.10%

4.80%

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

-1.41%

—

Return, trailing 1 year (backtest)

55.40%

—

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

0.00%

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

0.34%

—

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

17.15%

0.00%

SPY annualized return over the backtest window (backtest)

15.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

13.36

—

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

4.80

53.07

Maximum drawdown, backtest period (backtest)

-25.15%

—

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

-16.75%

-1.27%

Sharpe ratio, backtest period (backtest)

3.00

—

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

1.49

4.69

Sortino ratio, backtest period (backtest)

5.53

—

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

2.39

—

Standard deviation, backtest period (backtest)

53.87%

—

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

47.17%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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