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Compare investment strategies

Nasdaq Moving Average Block with TQQQ and SQQQ 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, long/short, momentum (rsi), nasdaq-100 focus, risk-on/off, tactical allocation, trend-following

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)

0.17

—

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

2.91

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

24.77

—

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

22.93

—

Daily win rate, backtest period (backtest)

55.00%

—

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

55.23%

—

Backtest

Backtest final value (from $10,000)

$12.1M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$95k

—

Returns

Backtest length

3,691

—

Out-of-sample length

516

—

Return, backtest period (annualized) (backtest)

62.38%

—

Return, backtest period (cumulative) (backtest)

121k%

—

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

73.43%

3.62%

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

209.46%

2.81%

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

1.31%

—

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

10.13%

0.34%

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

0.33%

—

Return, trailing 1 year (backtest)

59.19%

—

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

59.19%

86.44%

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

2.11%

—

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

7.11%

0.95%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.23

—

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

1.81

331.36

Maximum drawdown, backtest period (backtest)

-50.92%

—

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

-40.58%

-0.01%

Sharpe ratio, backtest period (backtest)

1.17

—

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

1.24

18.06

Sortino ratio, backtest period (backtest)

1.75

—

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

1.95

—

Standard deviation, backtest period (backtest)

53.77%

—

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

57.31%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.92

—

Construction

Logic complexity (node count)

104

—

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