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Compare investment strategies

Leveraged Tech Trend with Crypto and China Sleeves 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)

china, crypto, leveraged etfs, managed futures, momentum & mean-reversion, risk-on/off, rules-based rotation, treasuries, 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)

0.27

—

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

0.36

—

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

0.11

—

Trading activity

Annualized turnover, backtest period (backtest)

77.76

—

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

78.62

—

Daily win rate, backtest period (backtest)

56.97%

—

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

54.22%

—

Backtest

Backtest final value (from $10,000)

$2.4M

—

Backtest regulatory fees

$7,001

—

Backtest slippage cost

$56k

—

Returns

Backtest length

1,076

—

Out-of-sample length

367

—

Return, backtest period (annualized) (backtest)

260.15%

—

Return, backtest period (cumulative) (backtest)

24k%

—

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

31.37%

3.62%

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

47.99%

2.81%

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

7.27%

—

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

5.30%

0.34%

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

4.22%

—

Return, trailing 1 year (backtest)

40.91%

—

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

30.42%

86.44%

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

1.84%

—

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

38.44%

0.95%

SPY annualized return over the backtest window (backtest)

19.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.65

—

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

1.42

331.36

Maximum drawdown, backtest period (backtest)

-22.33%

—

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

-22.15%

-0.01%

Sharpe ratio, backtest period (backtest)

3.05

—

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

0.90

18.06

Sortino ratio, backtest period (backtest)

5.94

—

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

1.43

—

Standard deviation, backtest period (backtest)

45.35%

—

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

38.74%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

4,442

—

Rebalance corridor width

8.00%

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