Side-by-side comparison

Compare investment strategies

Leveraged S&P with Berkshire, Oil and Mean Reversion 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 equity rotation, mean reversion, oil/cash defensive, risk-on/risk-off, trend following, volatility hedge

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)

0.55

—

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

0.27

—

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

0.11

—

Trading activity

Annualized turnover, backtest period (backtest)

87.77

—

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

91.86

—

Daily win rate, backtest period (backtest)

54.94%

—

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

56.60%

—

Backtest

Backtest final value (from $10,000)

$29k

—

Backtest regulatory fees

$97

—

Backtest slippage cost

$778

—

Returns

Backtest length

688

—

Out-of-sample length

235

—

Return, backtest period (annualized) (backtest)

48.15%

—

Return, backtest period (cumulative) (backtest)

192.92%

—

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

72.52%

3.62%

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

66.65%

2.81%

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

0.74%

—

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

6.70%

0.34%

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

-0.05%

—

Return, trailing 1 year (backtest)

77.37%

—

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

-71.88%

86.44%

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

2.76%

—

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

30.40%

0.95%

SPY annualized return over the backtest window (backtest)

21.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.17

—

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

4.84

331.36

Maximum drawdown, backtest period (backtest)

-22.21%

—

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

-14.99%

-0.01%

Sharpe ratio, backtest period (backtest)

1.62

—

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

1.88

18.06

Sortino ratio, backtest period (backtest)

2.46

—

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

2.88

—

Standard deviation, backtest period (backtest)

26.41%

—

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

31.87%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

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