Side-by-side comparison

Compare investment strategies

KMLM vs Tech TQQQ Timing with VIXY Hedge 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)

gold, leveraged etfs, regime switch, rsi mean-reversion, short nasdaq, tactical timing, tech heavy, 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)

0.42

—

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

1.76

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

40.96

—

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

48.89

—

Daily win rate, backtest period (backtest)

56.34%

—

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

55.05%

—

Backtest

Backtest final value (from $10,000)

$8.0M

—

Backtest regulatory fees

$11k

—

Backtest slippage cost

$94k

—

Returns

Backtest length

1,459

—

Out-of-sample length

376

—

Return, backtest period (annualized) (backtest)

217.07%

—

Return, backtest period (cumulative) (backtest)

80k%

—

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

123.63%

3.62%

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

233.35%

2.81%

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

0.14%

—

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

-4.03%

0.34%

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

-0.85%

—

Return, trailing 1 year (backtest)

68.70%

—

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

68.69%

86.44%

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

0.91%

—

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

21.48%

0.95%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.23

—

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

4.15

331.36

Maximum drawdown, backtest period (backtest)

-34.86%

—

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

-29.78%

-0.01%

Sharpe ratio, backtest period (backtest)

2.46

—

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

1.97

18.06

Sortino ratio, backtest period (backtest)

4.10

—

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

3.05

—

Standard deviation, backtest period (backtest)

52.55%

—

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

46.47%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.80

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

323

—

Watchers

100

—

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