Side-by-side comparison

Compare investment strategies

Magnificent 7 in Uptrends, Hedge Engine Otherwise 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 etfs, mega-cap tech, risk-on/risk-off, tactical allocation, treasuries, trend-following, volatility

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)

-0.03

—

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

1.37

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

13.34

—

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

11.18

—

Daily win rate, backtest period (backtest)

56.71%

—

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

53.73%

—

Backtest

Backtest final value (from $10,000)

$6.9M

—

Backtest regulatory fees

$4,813

—

Backtest slippage cost

$39k

—

Returns

Backtest length

3,624

—

Out-of-sample length

456

—

Return, backtest period (annualized) (backtest)

57.57%

—

Return, backtest period (cumulative) (backtest)

69k%

—

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

19.00%

3.62%

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

36.52%

2.81%

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

-1.83%

—

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

6.10%

0.34%

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

-1.95%

—

Return, trailing 1 year (backtest)

15.34%

—

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

17.46%

86.44%

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

-1.25%

—

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

9.64%

0.95%

SPY annualized return over the backtest window (backtest)

15.13%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.96

—

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

0.65

331.36

Maximum drawdown, backtest period (backtest)

-29.32%

—

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

-29.11%

-0.01%

Sharpe ratio, backtest period (backtest)

1.90

—

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

0.75

18.06

Sortino ratio, backtest period (backtest)

3.09

—

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

1.15

—

Standard deviation, backtest period (backtest)

25.68%

—

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

28.65%

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)

118

—

Rebalance corridor width

10.00%

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