Side-by-side comparison

Compare investment strategies

Manhattan Project Half TQQQ, Half Tactical 3x Switch vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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, market timing, mean reversion, tactical asset allocation, trend following, volatility hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.26

—

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

1.94

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

73.50

—

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

65.57

—

Daily win rate, backtest period (backtest)

59.26%

—

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

54.29%

—

Backtest

Backtest final value (from $10,000)

$1.5B

—

Backtest regulatory fees

$4.5M

—

Backtest slippage cost

$43.0M

—

Returns

Backtest length

1,728

—

Out-of-sample length

711

—

Return, backtest period (annualized) (backtest)

470.42%

—

Return, backtest period (cumulative) (backtest)

15429k%

—

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

66.12%

261.52%

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

319.54%

6.85%

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

-0.19%

—

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

12.26%

1.95%

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

6.21%

—

Return, trailing 1 year (backtest)

22.46%

—

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

22.42%

0.00%

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

8.51%

—

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

32.46%

6.14%

SPY annualized return over the backtest window (backtest)

16.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

11.43

—

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

1.61

376.45

Maximum drawdown, backtest period (backtest)

-41.17%

—

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

-41.18%

-0.69%

Sharpe ratio, backtest period (backtest)

3.05

—

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

1.15

7.79

Sortino ratio, backtest period (backtest)

5.90

—

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

1.93

—

Standard deviation, backtest period (backtest)

63.62%

—

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

58.11%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

1,326

—

Rebalance frequency

daily

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