Side-by-side comparison

Compare investment strategies

QLD Trend and Dip-Buy with Staples/Bond Fallback vs AutoSignals TQQQ vs SH Trend Switch

Every published figureShow 12 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 equities/bonds, leveraged etfs, mean reversion, nasdaq-100 focus, tactical rotation, trend following

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Risk metrics

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

1.16

173.27

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

-11.95%

-0.85%

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

1.04

6.68

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

13.39%

14.34%

Construction

Rebalance frequency

daily

Returns

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

13.81%

147.30%

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

18.77%

8.62%

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

2.12%

8.61%

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

7.43%

0.00%

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

-3.30%

0.00%

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