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Compare investment strategies

QQQ Trend with Bond/Gold Hedge and 2x Long/Short Sleeve 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 defense, leverage & inverse etfs, tactical rotation, tech-focused (qqq), treasuries/gold hedges, trend/momentum

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)

1.19

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

35.86

—

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

33.52

—

Daily win rate, backtest period (backtest)

56.94%

—

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

56.60%

—

Backtest

Backtest final value (from $10,000)

$4.2M

—

Backtest regulatory fees

$8,252

—

Backtest slippage cost

$71k

—

Returns

Backtest length

3,711

—

Out-of-sample length

636

—

Return, backtest period (annualized) (backtest)

50.70%

—

Return, backtest period (cumulative) (backtest)

42k%

—

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

36.36%

3.62%

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

119.03%

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)

35.18%

—

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

35.18%

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)

1.58

—

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

1.55

331.36

Maximum drawdown, backtest period (backtest)

-32.04%

—

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

-23.43%

-0.01%

Sharpe ratio, backtest period (backtest)

1.76

—

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

1.30

18.06

Sortino ratio, backtest period (backtest)

2.98

—

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

2.25

—

Standard deviation, backtest period (backtest)

25.12%

—

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

26.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

111

—

Rebalance corridor width

1.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

162

—

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