Side-by-side comparison

Compare investment strategies

Leveraged Big-Tech Gas/Brake with Bond Momentum Sleeve 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)

bond momentum, daily rebalancing, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech & semis tilt, trend-following, volatility hedging

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)

0.06

—

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

1.82

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

64.03

—

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

62.33

—

Daily win rate, backtest period (backtest)

55.44%

—

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

50.29%

—

Backtest

Backtest final value (from $10,000)

$552k

—

Backtest regulatory fees

$1,870

—

Backtest slippage cost

$15k

—

Returns

Backtest length

1,084

—

Out-of-sample length

682

—

Return, backtest period (annualized) (backtest)

153.83%

—

Return, backtest period (cumulative) (backtest)

5418%

—

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

39.86%

3.62%

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

148.25%

2.81%

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

2.02%

—

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

15.64%

0.34%

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

3.57%

—

Return, trailing 1 year (backtest)

24.14%

—

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

24.14%

86.44%

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

4.49%

—

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

3.33%

0.95%

SPY annualized return over the backtest window (backtest)

20.25%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.23

—

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

0.84

331.36

Maximum drawdown, backtest period (backtest)

-47.56%

—

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

-47.56%

-0.01%

Sharpe ratio, backtest period (backtest)

2.46

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

4.34

—

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

1.61

—

Standard deviation, backtest period (backtest)

41.24%

—

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

42.64%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.21

—

Construction

Logic complexity (node count)

3,728

—

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