Side-by-side comparison

Compare investment strategies

Pressure Volatility Fade and Leveraged Tech Trend 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)

leveraged etfs, mean-reversion, momentum, sector signals, tactical, trend following, volatility timing

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)

0.27

—

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

2.43

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

40.98

—

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

40.61

—

Daily win rate, backtest period (backtest)

55.87%

—

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

56.94%

—

Backtest

Backtest final value (from $10,000)

$1.3B

—

Backtest regulatory fees

$1.7M

—

Backtest slippage cost

$16.8M

—

Returns

Backtest length

3,775

—

Out-of-sample length

569

—

Return, backtest period (annualized) (backtest)

119.13%

—

Return, backtest period (cumulative) (backtest)

12738k%

—

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

56.48%

3.62%

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

175.34%

2.81%

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

0.34%

—

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

14.08%

0.34%

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

-5.51%

—

Return, trailing 1 year (backtest)

19.32%

—

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

19.31%

86.44%

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

-0.77%

—

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

2.67%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.20

—

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

1.19

331.36

Maximum drawdown, backtest period (backtest)

-54.25%

—

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

-47.30%

-0.01%

Sharpe ratio, backtest period (backtest)

1.54

—

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

0.98

18.06

Sortino ratio, backtest period (backtest)

2.50

—

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

1.43

—

Standard deviation, backtest period (backtest)

63.93%

—

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

71.71%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

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