Side-by-side comparison

Compare investment strategies

QQQ Black Swan Catcher with TQQQ and UVIX 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-etfs, nasdaq-tilt, risk-on/risk-off, tactical-allocation, trend+mean-reversion, volatility-hedge

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)

-0.11

—

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

2.21

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

56.54

—

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

57.63

—

Daily win rate, backtest period (backtest)

54.93%

—

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

52.52%

—

Backtest

Backtest final value (from $10,000)

$182k

—

Backtest regulatory fees

$630

—

Backtest slippage cost

$4,758

—

Returns

Backtest length

1,136

—

Out-of-sample length

695

—

Return, backtest period (annualized) (backtest)

90.22%

—

Return, backtest period (cumulative) (backtest)

1720%

—

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

20.11%

3.62%

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

65.88%

2.81%

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

0.03%

—

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

10.82%

0.34%

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

0.61%

—

Return, trailing 1 year (backtest)

15.58%

—

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

15.58%

86.44%

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

0.04%

—

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

36.84%

0.95%

SPY annualized return over the backtest window (backtest)

13.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.87

—

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

0.42

331.36

Maximum drawdown, backtest period (backtest)

-48.34%

—

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

-48.34%

-0.01%

Sharpe ratio, backtest period (backtest)

1.49

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

2.48

—

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

0.92

—

Standard deviation, backtest period (backtest)

52.03%

—

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

56.62%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.66

—

Construction

Logic complexity (node count)

114

—

Rebalance corridor width

10.00%

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