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Compare investment strategies

QQQ or TQQQ Safety Town with VIX Defense vs Oil, Gas, Semis and Treasuries Short-Term Pair 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)

defensive sleeves, leveraged etfs, mean reversion, tactical allocation, trend-following, volatility trading

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.15

—

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

1.92

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

57.73

—

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

59.65

—

Daily win rate, backtest period (backtest)

58.95%

—

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

54.59%

—

Backtest

Backtest final value (from $10,000)

$20.8M

—

Backtest regulatory fees

$49k

—

Backtest slippage cost

$441k

—

Returns

Backtest length

1,866

—

Out-of-sample length

861

—

Return, backtest period (annualized) (backtest)

180.47%

—

Return, backtest period (cumulative) (backtest)

208k%

—

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

54.10%

261.52%

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

338.94%

6.85%

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

-0.04%

—

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

3.97%

1.95%

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

0.53%

—

Return, trailing 1 year (backtest)

100.21%

—

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

100.15%

0.00%

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

0.47%

—

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

46.48%

6.14%

SPY annualized return over the backtest window (backtest)

16.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.22

—

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

1.27

376.45

Maximum drawdown, backtest period (backtest)

-42.73%

—

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

-42.74%

-0.69%

Sharpe ratio, backtest period (backtest)

2.04

—

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

1.06

7.79

Sortino ratio, backtest period (backtest)

4.94

—

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

2.01

—

Standard deviation, backtest period (backtest)

57.85%

—

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

52.99%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

Construction

Logic complexity (node count)

1,132

—

Rebalance corridor width

1.00%

—

Rebalance frequency

none

daily

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