Side-by-side comparison

Compare investment strategies

Leveraged Tech/Semis Gas-and-Brakes with Biotech and EM 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 rebalancing, leveraged etfs, long/short, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation

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)

1.26

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

78.65

—

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

79.24

—

Daily win rate, backtest period (backtest)

54.53%

—

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

49.91%

—

Backtest

Backtest final value (from $10,000)

$58k

—

Backtest regulatory fees

$260

—

Backtest slippage cost

$1,967

—

Returns

Backtest length

772

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

77.77%

—

Return, backtest period (cumulative) (backtest)

483.98%

—

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

22.00%

3.62%

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

55.82%

2.81%

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

-8.89%

—

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

-0.88%

0.34%

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

-7.41%

—

Return, trailing 1 year (backtest)

42.61%

—

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

86.76%

86.44%

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

-5.82%

—

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

2.52%

0.95%

SPY annualized return over the backtest window (backtest)

21.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.44

—

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

0.41

331.36

Maximum drawdown, backtest period (backtest)

-54.07%

—

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

-54.07%

-0.01%

Sharpe ratio, backtest period (backtest)

1.51

—

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

0.65

18.06

Sortino ratio, backtest period (backtest)

2.30

—

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

0.84

—

Standard deviation, backtest period (backtest)

44.95%

—

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

48.69%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

1,562

—

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