Side-by-side comparison

Compare investment strategies

QLD Long-Term with PSQ Hedge and SPY Dip Buying 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/inverse etfs, market timing, risk-on/off, tactical allocation, tech/nasdaq focus, trend + mean reversion

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)

0.06

—

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

1.31

—

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

0.83

—

Trading activity

Annualized turnover, backtest period (backtest)

21.36

—

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

12.05

—

Daily win rate, backtest period (backtest)

56.15%

—

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

57.64%

—

Backtest

Backtest final value (from $10,000)

$7.2M

—

Backtest regulatory fees

$6,925

—

Backtest slippage cost

$59k

—

Returns

Backtest length

5,097

—

Out-of-sample length

753

—

Return, backtest period (annualized) (backtest)

38.39%

—

Return, backtest period (cumulative) (backtest)

71k%

—

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

38.01%

3.62%

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

162.19%

2.81%

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

0.49%

—

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

4.99%

0.34%

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

0.23%

—

Return, trailing 1 year (backtest)

32.92%

—

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

32.92%

86.44%

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

0.91%

—

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

3.98%

0.95%

SPY annualized return over the backtest window (backtest)

11.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.28

—

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

1.60

331.36

Maximum drawdown, backtest period (backtest)

-30.02%

—

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

-23.72%

-0.01%

Sharpe ratio, backtest period (backtest)

1.46

—

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

1.46

18.06

Sortino ratio, backtest period (backtest)

2.47

—

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

2.47

—

Standard deviation, backtest period (backtest)

24.27%

—

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

24.05%

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

3.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

295

—

Watchers

128

—

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