Side-by-side comparison

Compare investment strategies

Oversold 3x Longs, Overbought UVXY, Staples/Bond Rest 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 tactical, defensive rotation, leveraged etfs, mean-reversion, rsi contrarian, single-position, volatility trading

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)

0.02

—

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

1.26

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

58.25

—

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

54.23

—

Daily win rate, backtest period (backtest)

53.03%

—

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

47.85%

—

Backtest

Backtest final value (from $10,000)

$34.2M

—

Backtest regulatory fees

$115k

—

Backtest slippage cost

$1.1M

—

Returns

Backtest length

3,781

—

Out-of-sample length

395

—

Return, backtest period (annualized) (backtest)

72.00%

—

Return, backtest period (cumulative) (backtest)

342k%

—

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

21.75%

3.62%

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

35.61%

2.81%

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

-0.65%

—

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

0.92%

0.34%

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

3.95%

—

Return, trailing 1 year (backtest)

25.61%

—

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

21.96%

86.44%

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

4.68%

—

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

8.02%

0.95%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.60

—

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

0.96

331.36

Maximum drawdown, backtest period (backtest)

-27.70%

—

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

-22.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.73

—

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

0.70

18.06

Sortino ratio, backtest period (backtest)

4.13

—

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

1.57

—

Standard deviation, backtest period (backtest)

34.53%

—

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

36.89%

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