Side-by-side comparison

Compare investment strategies

Leveraged Nasdaq and Bonds Portfolio vs 50/50 Hedged Rotation and TQQQ Dip-Buy

At a glance

The headline numbers each source publishes, lined up. Hover a number for its exact definition.

These strategies report performance on different (Composite, OOS). Live and composite results come from real accounts; out-of-sample, hypothetical and model results don't. Compare return and risk with care.

-21.2%

86.4%Best

—

3.6%

22.1%

0.2%Best

0.38

18.06Best

-32.8%

-0.0%Best

Fee

1.00%

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Each source uses its own scale

3.63(0-5 (Quantbase))

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Inception

2021-09-19

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Holdings

—

82%Best

40%

Growth of $10,000

Each line starts at $10,000 on the first date all of them share, using the strategy's own published history. Bases are labelled and never mixed within a line.

Leveraged Nasdaq and Bonds PortfolioCompositeup 27.0%
S&P 500 ETFup 79.1%

No published history to chart: 50/50 Hedged Rotation and TQQQ Dip-Buy.

Every published figureShow 38 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

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equities

Returns

Annual return (Quantbase data field) (basis not stated)

7.51%

—

Backtest end date (Quantbase data field)

2022-12-01

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Return since chart start (cumulative) (client composite)

28.47%

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

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3.62%

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

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2.81%

Return, rolling 1 year (client composite)

-21.16%

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

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0.34%

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

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86.44%

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

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0.95%

Cost & access

Brokerage / custodian

Alpaca

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Management / advisory fee

1.00%

—

Risk metrics

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

—

331.36

Daily volatility over the chart range (client composite)

1.39%

—

Max drawdown (Quantbase data field) (basis not stated)

-28.80%

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Max drawdown over the chart range (client composite)

-32.81%

—

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

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-0.01%

Monthly volatility over the chart range (client composite)

8.48%

—

Sharpe ratio (Quantbase data field) (basis not stated)

3.75

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Sharpe ratio from daily returns over the chart range (client composite)

0.38

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

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18.06

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

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0.20%

Volatility (Quantbase data field) (basis not stated)

0.04%

—

Volatility over the chart range, annualized from daily (×√252) (client composite)

22.07%

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Market-relative

Correlation to SPY (full history) (client composite)

0.59

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Correlation to SPY (Quantbase data field) (basis not stated)

0.59

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Suitability

Experience minimum: bonds

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Experience minimum: crypto

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Experience minimum: equity

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Experience minimum: leverage

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Experience minimum: options

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Construction

Last rebalance date

2026-10-09

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Rebalance corridor width

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9.00%

Rebalance frequency

biweekly

none

Disclosure

Metrics calculated through

2026-10-05

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Risk score

Qualitative risk score (Quantbase data field)

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Risk score 0-5 (Quantbase)

3.63

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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