Side-by-side comparison

Compare investment strategies

Nvidia vs Nasdaq Relative Switch, KMLM Strength Gate 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)

cash/t-bills, leveraged etfs, mean reversion, momentum, nvda vs qqq, risk-on/risk-off, tech/semiconductors

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)

-0.03

—

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

1.89

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

123.15

—

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

126.00

—

Daily win rate, backtest period (backtest)

53.66%

—

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

48.64%

—

Backtest

Backtest final value (from $10,000)

$159k

—

Backtest regulatory fees

$1,289

—

Backtest slippage cost

$9,485

—

Returns

Backtest length

751

—

Out-of-sample length

516

—

Return, backtest period (annualized) (backtest)

152.71%

—

Return, backtest period (cumulative) (backtest)

1490%

—

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

16.41%

3.62%

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

36.08%

2.81%

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

-1.45%

—

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

-2.90%

0.34%

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

-0.51%

—

Return, trailing 1 year (backtest)

-0.34%

—

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

-7.50%

86.44%

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

-2.25%

—

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

-9.01%

0.95%

SPY annualized return over the backtest window (backtest)

23.20%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.20

—

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

0.34

331.36

Maximum drawdown, backtest period (backtest)

-47.76%

—

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

-47.76%

-0.01%

Sharpe ratio, backtest period (backtest)

1.87

—

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

0.54

18.06

Sortino ratio, backtest period (backtest)

3.29

—

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

0.83

—

Standard deviation, backtest period (backtest)

58.38%

—

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

55.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

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