Side-by-side comparison

Compare investment strategies

QLD Trend with KMLM Check and Tech Short 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, market timing, risk-on/risk-off, 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)

1.90

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

38.86

—

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

34.58

—

Daily win rate, backtest period (backtest)

58.60%

—

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

59.63%

—

Backtest

Backtest final value (from $10,000)

$2.4M

—

Backtest regulatory fees

$3,411

—

Backtest slippage cost

$29k

—

Returns

Backtest length

1,459

—

Out-of-sample length

379

—

Return, backtest period (annualized) (backtest)

158.15%

—

Return, backtest period (cumulative) (backtest)

24k%

—

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

80.54%

3.62%

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

143.72%

2.81%

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

0.02%

—

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

1.45%

0.34%

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

-0.60%

—

Return, trailing 1 year (backtest)

30.33%

—

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

30.33%

86.44%

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

0.61%

—

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

5.12%

0.95%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.73

—

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

4.80

331.36

Maximum drawdown, backtest period (backtest)

-23.49%

—

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

-16.78%

-0.01%

Sharpe ratio, backtest period (backtest)

2.56

—

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

1.51

18.06

Sortino ratio, backtest period (backtest)

4.81

—

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

3.23

—

Standard deviation, backtest period (backtest)

40.26%

—

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

45.27%

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

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

158

—

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