Side-by-side comparison

Compare investment strategies

Leveraged Tech Trend with Bond Defense 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, macro regime, tactical allocation, trend + mean‑reversion, volatility hedging

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)

0.10

—

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

1.48

—

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

0.43

—

Trading activity

Annualized turnover, backtest period (backtest)

132.72

—

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

129.39

—

Daily win rate, backtest period (backtest)

55.68%

—

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

53.08%

—

Backtest

Backtest final value (from $10,000)

$1.1M

—

Backtest regulatory fees

$7,988

—

Backtest slippage cost

$60k

—

Returns

Backtest length

1,110

—

Out-of-sample length

893

—

Return, backtest period (annualized) (backtest)

191.90%

—

Return, backtest period (cumulative) (backtest)

11k%

—

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

34.21%

3.62%

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

183.98%

2.81%

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

0.02%

—

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

-3.86%

0.34%

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

2.11%

—

Return, trailing 1 year (backtest)

46.37%

—

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

46.37%

86.44%

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

-1.07%

—

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

14.29%

0.95%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.50

—

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

0.62

331.36

Maximum drawdown, backtest period (backtest)

-54.81%

—

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

-54.81%

-0.01%

Sharpe ratio, backtest period (backtest)

2.24

—

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

0.83

18.06

Sortino ratio, backtest period (backtest)

3.88

—

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

1.28

—

Standard deviation, backtest period (backtest)

54.28%

—

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

51.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

2,265

—

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