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Compare investment strategies

Leveraged Apple 1.5x Trend with Nasdaq Defense 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)

leveraged etfs, momentum, risk-on/risk-off, single-stock tilt, tactical allocation, tech-heavy, trend-following

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)

0.14

—

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

1.37

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

6.26

—

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

4.76

—

Daily win rate, backtest period (backtest)

53.63%

—

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

53.68%

—

Backtest

Backtest final value (from $10,000)

$49k

—

Backtest regulatory fees

$11

—

Backtest slippage cost

$78

—

Returns

Backtest length

1,046

—

Out-of-sample length

1,006

—

Return, backtest period (annualized) (backtest)

46.30%

—

Return, backtest period (cumulative) (backtest)

385.92%

—

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

34.67%

3.62%

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

228.56%

2.81%

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

-2.36%

—

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

12.65%

0.34%

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

1.56%

—

Return, trailing 1 year (backtest)

51.91%

—

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

51.91%

86.44%

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

-3.02%

—

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

8.87%

0.95%

SPY annualized return over the backtest window (backtest)

18.18%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.97

—

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

0.73

331.36

Maximum drawdown, backtest period (backtest)

-47.57%

—

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

-47.57%

-0.01%

Sharpe ratio, backtest period (backtest)

0.99

—

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

0.84

18.06

Sortino ratio, backtest period (backtest)

1.52

—

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

1.26

—

Standard deviation, backtest period (backtest)

52.18%

—

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

50.80%

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

25.00%

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