Side-by-side comparison

Compare investment strategies

Nasdaq Trend Tech (VGT) with VIXY Hedge and Gold 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 rebalancing, gold, inverse etfs, mean reversion, tactical asset allocation, tech sector, 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)

0.18

—

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

0.95

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

27.50

—

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

22.33

—

Daily win rate, backtest period (backtest)

57.11%

—

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

56.96%

—

Backtest

Backtest final value (from $10,000)

$10.9M

—

Backtest regulatory fees

$15k

—

Backtest slippage cost

$132k

—

Returns

Backtest length

3,775

—

Out-of-sample length

395

—

Return, backtest period (annualized) (backtest)

59.53%

—

Return, backtest period (cumulative) (backtest)

109k%

—

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

44.82%

3.62%

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

78.96%

2.81%

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

0.57%

—

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

5.99%

0.34%

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

-0.27%

—

Return, trailing 1 year (backtest)

22.25%

—

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

22.24%

86.44%

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

1.43%

—

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

9.35%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.39

—

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

2.74

331.36

Maximum drawdown, backtest period (backtest)

-17.57%

—

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

-16.35%

-0.01%

Sharpe ratio, backtest period (backtest)

1.82

—

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

1.58

18.06

Sortino ratio, backtest period (backtest)

3.47

—

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

2.54

—

Standard deviation, backtest period (backtest)

27.70%

—

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

25.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

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