Side-by-side comparison

Compare investment strategies

Leveraged Tech, Treasury and Volatility Regime Switcher 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)

leveraged tech, risk-on/risk-off rotation, tactical allocation, treasuries, trend + mean reversion, volatility hedges

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)

-0.06

—

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

1.64

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

54.04

—

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

60.51

—

Daily win rate, backtest period (backtest)

50.78%

—

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

60.73%

—

Backtest

Backtest final value (from $10,000)

$709.0M

—

Backtest regulatory fees

$2.3M

—

Backtest slippage cost

$21.8M

—

Returns

Backtest length

3,771

—

Out-of-sample length

606

—

Return, backtest period (annualized) (backtest)

110.89%

—

Return, backtest period (cumulative) (backtest)

7090k%

—

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

17.18%

3.62%

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

45.95%

2.81%

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

0.01%

—

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

5.21%

0.34%

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

-0.52%

—

Return, trailing 1 year (backtest)

8.77%

—

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

13.33%

86.44%

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

-1.49%

—

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

11.29%

0.95%

SPY annualized return over the backtest window (backtest)

15.02%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.95

—

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

0.46

331.36

Maximum drawdown, backtest period (backtest)

-37.55%

—

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

-37.55%

-0.01%

Sharpe ratio, backtest period (backtest)

1.88

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

4.04

—

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

0.87

—

Standard deviation, backtest period (backtest)

44.58%

—

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

41.08%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

Construction

Logic complexity (node count)

107

—

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