Side-by-side comparison

Compare investment strategies

Pop and Hedges SPY/QQQ Dip Buy with Commodity Sleeve vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

commodities, leveraged etfs, managed futures, mean-reversion, tactical multi-asset, trend/momentum, volatility hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.13

—

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

1.12

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

36.70

—

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

35.32

—

Daily win rate, backtest period (backtest)

58.04%

—

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

55.07%

—

Backtest

Backtest final value (from $10,000)

$348k

—

Backtest regulatory fees

$884

—

Backtest slippage cost

$6,245

—

Returns

Backtest length

1,866

—

Out-of-sample length

977

—

Return, backtest period (annualized) (backtest)

61.46%

—

Return, backtest period (cumulative) (backtest)

3380%

—

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

36.02%

261.52%

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

229.98%

6.85%

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

0.63%

—

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

1.04%

1.95%

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

0.99%

—

Return, trailing 1 year (backtest)

54.45%

—

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

54.45%

0.00%

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

1.01%

—

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

17.08%

6.14%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.30

—

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

1.35

376.45

Maximum drawdown, backtest period (backtest)

-26.72%

—

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

-26.72%

-0.69%

Sharpe ratio, backtest period (backtest)

1.72

—

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

1.18

7.79

Sortino ratio, backtest period (backtest)

3.65

—

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

2.45

—

Standard deviation, backtest period (backtest)

30.44%

—

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

29.43%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

402

—

Rebalance frequency

daily

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