Side-by-side comparison

Compare investment strategies

Leveraged Tech, ARK, Energy, Metals and Bitcoin Rotator 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)

commodities, crypto proxy, energy, leveraged etfs, long/short, momentum & mean reversion, tactical rotation, 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)

0.01

—

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

1.64

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

99.71

—

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

96.88

—

Daily win rate, backtest period (backtest)

54.50%

—

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

51.27%

—

Backtest

Backtest final value (from $10,000)

$376k

—

Backtest regulatory fees

$2,859

—

Backtest slippage cost

$21k

—

Returns

Backtest length

1,077

—

Out-of-sample length

903

—

Return, backtest period (annualized) (backtest)

133.50%

—

Return, backtest period (cumulative) (backtest)

3663%

—

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

28.16%

3.62%

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

143.53%

2.81%

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

1.67%

—

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

2.06%

0.34%

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

-0.07%

—

Return, trailing 1 year (backtest)

-10.21%

—

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

-10.21%

86.44%

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

-0.37%

—

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

6.87%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.71

—

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

0.78

331.36

Maximum drawdown, backtest period (backtest)

-36.03%

—

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

-36.03%

-0.01%

Sharpe ratio, backtest period (backtest)

1.96

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

3.75

—

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

1.30

—

Standard deviation, backtest period (backtest)

49.23%

—

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

47.80%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

3,155

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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