Side-by-side comparison

Compare investment strategies

QLD Long-Term 60/40 with TMF/TMV Momentum Sleeve 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)

equities, inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, treasuries, trend following

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)

0.08

—

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

1.41

—

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

0.81

—

Trading activity

Annualized turnover, backtest period (backtest)

26.08

—

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

22.85

—

Daily win rate, backtest period (backtest)

57.61%

—

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

57.61%

—

Backtest

Backtest final value (from $10,000)

$18.1M

—

Backtest regulatory fees

$25k

—

Backtest slippage cost

$213k

—

Returns

Backtest length

4,178

—

Out-of-sample length

611

—

Return, backtest period (annualized) (backtest)

57.22%

—

Return, backtest period (cumulative) (backtest)

181k%

—

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

39.18%

67.14%

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

123.20%

4.80%

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

0.56%

—

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

5.82%

4.80%

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

0.64%

—

Return, trailing 1 year (backtest)

33.87%

—

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

33.87%

0.00%

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

-1.02%

—

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

7.23%

0.00%

SPY annualized return over the backtest window (backtest)

14.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.22

—

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

1.52

53.07

Maximum drawdown, backtest period (backtest)

-25.82%

—

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

-25.83%

-1.27%

Sharpe ratio, backtest period (backtest)

1.88

—

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

1.33

4.69

Sortino ratio, backtest period (backtest)

3.06

—

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

2.13

—

Standard deviation, backtest period (backtest)

25.90%

—

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

27.73%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

144

—

Rebalance corridor width

12.00%

1.00%

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