Side-by-side comparison

Compare investment strategies

Nasdaq Dip Buying with Floating-Rate Bond Parking 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 rebalance, floating-rate bonds, leveraged long/short, nasdaq-100, risk-on/risk-off, rsi-based, tactical etf rotation, trend-contrarian mix

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)

0.05

—

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

0.87

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

17.45

—

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

15.90

—

Daily win rate, backtest period (backtest)

51.04%

—

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

62.14%

—

Backtest

Backtest final value (from $10,000)

$767k

—

Backtest regulatory fees

$1,478

—

Backtest slippage cost

$10k

—

Returns

Backtest length

3,856

—

Out-of-sample length

729

—

Return, backtest period (annualized) (backtest)

32.79%

—

Return, backtest period (cumulative) (backtest)

7572%

—

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

18.73%

3.62%

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

63.75%

2.81%

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

0.06%

—

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

0.44%

0.34%

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

3.60%

—

Return, trailing 1 year (backtest)

12.60%

—

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

8.83%

86.44%

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

3.76%

—

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

10.56%

0.95%

SPY annualized return over the backtest window (backtest)

14.43%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.37

—

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

0.82

331.36

Maximum drawdown, backtest period (backtest)

-23.92%

—

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

-22.79%

-0.01%

Sharpe ratio, backtest period (backtest)

1.16

—

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

0.71

18.06

Sortino ratio, backtest period (backtest)

2.54

—

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

1.45

—

Standard deviation, backtest period (backtest)

27.57%

—

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

29.79%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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