Side-by-side comparison

Compare investment strategies

QQQ Trend with 2x Boost and Semiconductor Shorts 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)

crash protection, daily rebalance, leveraged/inverse etfs, nasdaq-100 focus, semiconductors tilt, tactical allocation, treasuries hedge, trend and mean reversion

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)

0.05

—

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

0.99

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

33.73

—

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

34.30

—

Daily win rate, backtest period (backtest)

56.97%

—

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

55.85%

—

Backtest

Backtest final value (from $10,000)

$13.1M

—

Backtest regulatory fees

$33k

—

Backtest slippage cost

$307k

—

Returns

Backtest length

3,711

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

62.82%

—

Return, backtest period (cumulative) (backtest)

131k%

—

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

21.17%

3.62%

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

71.79%

2.81%

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

0.49%

—

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

4.99%

0.34%

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

0.23%

—

Return, trailing 1 year (backtest)

-6.63%

—

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

-6.64%

86.44%

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

0.91%

—

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

3.98%

0.95%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.78

—

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

0.60

331.36

Maximum drawdown, backtest period (backtest)

-35.20%

—

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

-35.21%

-0.01%

Sharpe ratio, backtest period (backtest)

1.61

—

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

0.71

18.06

Sortino ratio, backtest period (backtest)

2.96

—

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

1.05

—

Standard deviation, backtest period (backtest)

33.56%

—

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

36.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

231

—

Rebalance corridor width

—

9.00%

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