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Compare investment strategies

Leveraged ETFs and Safe Havens Momentum Rotation 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)

daily rebalance, leveraged etfs, momentum, multi-strategy, risk-on/risk-off, tactical allocation, 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)

0.08

—

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

0.93

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

56.66

—

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

58.36

—

Daily win rate, backtest period (backtest)

56.14%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$247k

—

Backtest regulatory fees

$1,284

—

Backtest slippage cost

$9,639

—

Returns

Backtest length

2,305

—

Out-of-sample length

741

—

Return, backtest period (annualized) (backtest)

41.97%

—

Return, backtest period (cumulative) (backtest)

2371%

—

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

31.79%

3.62%

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

125.43%

2.81%

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

0.57%

—

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

3.26%

0.34%

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

0.40%

—

Return, trailing 1 year (backtest)

15.44%

—

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

15.44%

86.44%

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

2.29%

—

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

2.65%

0.95%

SPY annualized return over the backtest window (backtest)

15.14%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.52

—

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

1.15

331.36

Maximum drawdown, backtest period (backtest)

-27.58%

—

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

-27.58%

-0.01%

Sharpe ratio, backtest period (backtest)

1.54

—

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

1.40

18.06

Sortino ratio, backtest period (backtest)

2.27

—

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

2.06

—

Standard deviation, backtest period (backtest)

24.75%

—

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

21.33%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.19

—

Construction

Logic complexity (node count)

4,123

—

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