Side-by-side comparison

Compare investment strategies

QQQ/Treasury Trend Switch, UVXY Spikes, 2x Dips vs Rising Rates Volatility Switch Risk-Parity Mix

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)

daily rebalanced, leveraged etfs, mean reversion, quant, risk-on/risk-off, tactical allocation, trend following, volatility trading

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.00

—

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

1.30

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

24.67

—

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

19.44

—

Daily win rate, backtest period (backtest)

55.49%

—

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

54.57%

—

Backtest

Backtest final value (from $10,000)

$5.7M

—

Backtest regulatory fees

$8,425

—

Backtest slippage cost

$74k

—

Returns

Backtest length

3,781

—

Out-of-sample length

328

—

Return, backtest period (annualized) (backtest)

52.64%

—

Return, backtest period (cumulative) (backtest)

57k%

—

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

28.03%

3.62%

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

37.25%

2.81%

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

-2.52%

—

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

4.99%

0.34%

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

-2.66%

—

Return, trailing 1 year (backtest)

16.98%

—

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

21.17%

6.30%

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

-3.96%

—

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

7.23%

0.95%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.27

—

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

1.92

331.36

Maximum drawdown, backtest period (backtest)

-23.18%

—

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

-14.62%

-0.01%

Sharpe ratio, backtest period (backtest)

1.83

—

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

1.33

18.06

Sortino ratio, backtest period (backtest)

3.51

—

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

1.81

—

Standard deviation, backtest period (backtest)

24.76%

—

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

20.18%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

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