Side-by-side comparison

Compare investment strategies

QQQ 1-Day Mean Reversion with 3x Bulls and Bears 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)

leveraged etfs, mean reversion, nasdaq-focused, tactical, trend filter, volatility hedge

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)

0.11

—

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

1.34

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

36.23

—

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

26.06

—

Daily win rate, backtest period (backtest)

57.11%

—

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

56.14%

—

Backtest

Backtest final value (from $10,000)

$4.8M

—

Backtest regulatory fees

$8,129

—

Backtest slippage cost

$69k

—

Returns

Backtest length

2,854

—

Out-of-sample length

994

—

Return, backtest period (annualized) (backtest)

72.57%

—

Return, backtest period (cumulative) (backtest)

48k%

—

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

41.43%

67.14%

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

292.97%

4.80%

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

0.49%

—

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

4.99%

4.80%

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

0.23%

—

Return, trailing 1 year (backtest)

38.38%

—

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

38.38%

0.00%

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

0.91%

—

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

2.03%

0.00%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.41

—

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

1.37

53.07

Maximum drawdown, backtest period (backtest)

-30.15%

—

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

-30.16%

-1.27%

Sharpe ratio, backtest period (backtest)

1.74

—

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

1.28

4.69

Sortino ratio, backtest period (backtest)

3.22

—

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

2.17

—

Standard deviation, backtest period (backtest)

34.62%

—

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

30.78%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

100

—

Rebalance corridor width

7.00%

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