Side-by-side comparison

Compare investment strategies

QLD Multi-Asset Trend with Dollar, Gold and Neutral Fund 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)

defensive rotation, leveraged & inverse etfs, mean reversion, multi-asset etfs, risk management, tactical asset allocation, trend following

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)

0.09

—

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

1.02

—

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

0.69

—

Trading activity

Annualized turnover, backtest period (backtest)

32.05

—

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

33.29

—

Daily win rate, backtest period (backtest)

56.65%

—

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

55.98%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$3,319

—

Backtest slippage cost

$26k

—

Returns

Backtest length

3,702

—

Out-of-sample length

761

—

Return, backtest period (annualized) (backtest)

38.53%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

33.86%

3.62%

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

141.52%

2.81%

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

0.14%

—

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

0.37%

0.34%

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

-0.14%

—

Return, trailing 1 year (backtest)

23.74%

—

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

23.74%

86.44%

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

-0.37%

—

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

5.18%

0.95%

SPY annualized return over the backtest window (backtest)

14.84%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.61

—

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

1.91

331.36

Maximum drawdown, backtest period (backtest)

-23.93%

—

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

-17.69%

-0.01%

Sharpe ratio, backtest period (backtest)

1.67

—

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

1.41

18.06

Sortino ratio, backtest period (backtest)

2.85

—

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

2.48

—

Standard deviation, backtest period (backtest)

20.75%

—

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

22.46%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.85

—

Construction

Logic complexity (node count)

124

—

Rebalance corridor width

12.00%

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