Side-by-side comparison

Compare investment strategies

QQQ Core 80% with 20% TQQQ or Short Bonds Switch 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)

growth/tech tilt, leveraged overlay, nasdaq‑100, short‑term bonds, tactical risk filter, us equities

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)

-0.05

—

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

1.75

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

0.98

—

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

1.07

—

Daily win rate, backtest period (backtest)

55.94%

—

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

57.00%

—

Backtest

Backtest final value (from $10,000)

$505k

—

Backtest regulatory fees

$21

—

Backtest slippage cost

$122

—

Returns

Backtest length

4,190

—

Out-of-sample length

721

—

Return, backtest period (annualized) (backtest)

26.59%

—

Return, backtest period (cumulative) (backtest)

4947%

—

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

32.29%

67.14%

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

122.93%

4.80%

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

0.66%

—

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

6.72%

4.80%

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

0.25%

—

Return, trailing 1 year (backtest)

30.02%

—

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

30.02%

0.00%

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

1.16%

—

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

4.53%

0.00%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.56

—

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

1.02

53.07

Maximum drawdown, backtest period (backtest)

-47.58%

—

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

-31.70%

-1.27%

Sharpe ratio, backtest period (backtest)

0.99

—

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

1.12

4.69

Sortino ratio, backtest period (backtest)

1.41

—

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

1.63

—

Standard deviation, backtest period (backtest)

27.80%

—

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

28.64%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.65

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

8.00%

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