Side-by-side comparison

Compare investment strategies

NOVA Growth vs Diversifiers: TQQQ, KMLM, Bonds and Hedges vs Domestic Leveraged Sector Trend Rotation

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)

bonds, commodities, daily rebalancing, leveraged etfs, momentum/trend, tactical multi-asset rotation, volatility hedging

crypto proxy, leveraged etfs, risk-on/risk-off, 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)

1.43

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

51.59

—

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

50.66

—

Daily win rate, backtest period (backtest)

61.86%

—

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

58.25%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$4,008

—

Backtest slippage cost

$32k

—

Returns

Backtest length

1,455

—

Out-of-sample length

527

—

Return, backtest period (annualized) (backtest)

140.96%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

47.49%

67.14%

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

125.72%

4.80%

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

-0.11%

—

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

0.15%

4.80%

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

0.67%

—

Return, trailing 1 year (backtest)

29.24%

—

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

29.23%

0.00%

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

0.14%

—

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

22.01%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.18

—

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

2.08

53.07

Maximum drawdown, backtest period (backtest)

-22.81%

—

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

-22.81%

-1.27%

Sharpe ratio, backtest period (backtest)

3.25

—

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

1.26

4.69

Sortino ratio, backtest period (backtest)

6.60

—

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

2.40

—

Standard deviation, backtest period (backtest)

28.32%

—

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

35.51%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

Construction

Logic complexity (node count)

5,972

—

Rebalance corridor width

—

1.00%

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