Side-by-side comparison

Compare investment strategies

Leveraged S&P 500 Trend with Tech Bounce and Hedges vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

—

Hedge / defensive overlay: Inverse / short exposure

—

Leverage use

—

Rebalance schedule

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

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 rebalanced, inverse etf, leveraged etfs, mean-reversion, risk-on/risk-off, tactical asset allocation, 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)

0.09

—

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

1.83

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

41.84

—

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

36.44

—

Daily win rate, backtest period (backtest)

54.69%

—

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

55.80%

—

Backtest

Backtest final value (from $10,000)

$20.8M

—

Backtest regulatory fees

$39k

—

Backtest slippage cost

$352k

—

Returns

Backtest length

4,180

—

Out-of-sample length

733

—

Return, backtest period (annualized) (backtest)

58.49%

—

Return, backtest period (cumulative) (backtest)

208k%

—

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

55.12%

3.62%

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

259.20%

2.81%

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

1.16%

—

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

4.17%

0.34%

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

2.18%

—

Return, trailing 1 year (backtest)

44.75%

—

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

44.75%

86.44%

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

1.61%

—

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

5.97%

0.95%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.74

—

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

1.64

331.36

Maximum drawdown, backtest period (backtest)

-33.63%

—

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

-33.63%

-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)

2.67

—

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

2.52

—

Standard deviation, backtest period (backtest)

33.54%

—

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

35.56%

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)

414

—

Watchers

159

—

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