Side-by-side comparison

Compare investment strategies

QQQ Bull or Hedge with Dollar, Gold and UVXY 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, nasdaq-100 focus, risk management, tactical allocation, trend-following, 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)

0.13

—

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

0.47

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

33.74

—

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

32.20

—

Daily win rate, backtest period (backtest)

56.04%

—

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

54.53%

—

Backtest

Backtest final value (from $10,000)

$32.4M

—

Backtest regulatory fees

$91k

—

Backtest slippage cost

$862k

—

Returns

Backtest length

3,765

—

Out-of-sample length

1,016

—

Return, backtest period (annualized) (backtest)

71.77%

—

Return, backtest period (cumulative) (backtest)

324k%

—

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

23.37%

3.62%

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

133.40%

2.81%

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

0.37%

—

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

3.47%

0.34%

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

0.56%

—

Return, trailing 1 year (backtest)

-14.30%

—

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

-14.31%

86.44%

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

0.75%

—

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

-4.86%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.54

—

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

0.83

331.36

Maximum drawdown, backtest period (backtest)

-28.30%

—

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

-28.30%

-0.01%

Sharpe ratio, backtest period (backtest)

1.62

—

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

1.22

18.06

Sortino ratio, backtest period (backtest)

4.56

—

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

2.08

—

Standard deviation, backtest period (backtest)

37.21%

—

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

18.67%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.80

—

Construction

Logic complexity (node count)

352

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

327

—

Watchers

155

—

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