Side-by-side comparison

Compare investment strategies

Leveraged Tech, Energy, Bond Trend with VIX Hedges 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)

bonds, commodities, leveraged etfs, multi-asset, shorting, tactical, trend-following, volatility hedged

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)

0.08

—

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

0.76

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

27.96

—

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

31.35

—

Daily win rate, backtest period (backtest)

60.25%

—

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

56.12%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$6,720

—

Backtest slippage cost

$52k

—

Returns

Backtest length

3,439

—

Out-of-sample length

547

—

Return, backtest period (annualized) (backtest)

50.96%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

23.36%

3.62%

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

57.07%

2.81%

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

-1.27%

—

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

1.34%

0.34%

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

-1.24%

—

Return, trailing 1 year (backtest)

20.00%

—

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

20.33%

86.44%

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

-0.78%

—

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

9.33%

0.95%

SPY annualized return over the backtest window (backtest)

14.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.13

—

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

1.73

331.36

Maximum drawdown, backtest period (backtest)

-16.26%

—

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

-13.51%

-0.01%

Sharpe ratio, backtest period (backtest)

2.50

—

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

1.24

18.06

Sortino ratio, backtest period (backtest)

5.14

—

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

2.31

—

Standard deviation, backtest period (backtest)

17.06%

—

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

18.20%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

452

—

Rebalance corridor width

5.00%

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