Side-by-side comparison

Compare investment strategies

Leveraged MSFT or AAPL with Bearish Tech Fallback 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, rules-based, tactical allocation, tech sector

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)

-0.01

—

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

1.84

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

39.54

—

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

39.19

—

Daily win rate, backtest period (backtest)

52.73%

—

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

52.39%

—

Backtest

Backtest final value (from $10,000)

$51k

—

Backtest regulatory fees

$116

—

Backtest slippage cost

$832

—

Returns

Backtest length

1,026

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

49.02%

—

Return, backtest period (cumulative) (backtest)

408.23%

—

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

32.16%

3.62%

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

125.26%

2.81%

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

4.69%

—

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

14.46%

0.34%

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

8.87%

—

Return, trailing 1 year (backtest)

78.33%

—

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

78.34%

86.44%

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

3.97%

—

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

98.46%

0.95%

SPY annualized return over the backtest window (backtest)

19.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.03

—

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

0.68

331.36

Maximum drawdown, backtest period (backtest)

-47.47%

—

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

-47.47%

-0.01%

Sharpe ratio, backtest period (backtest)

1.06

—

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

0.80

18.06

Sortino ratio, backtest period (backtest)

1.69

—

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

1.26

—

Standard deviation, backtest period (backtest)

48.24%

—

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

50.11%

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

—

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