Side-by-side comparison

Compare investment strategies

QQQ vs PSQ Unleveraged Nasdaq Switch 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 rebalance, macro regime, market timing, nasdaq-100, qqq vs psq, tactical allocation, trend + mean reversion, volatility filter

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)

0.10

—

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

0.65

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

26.71

—

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

35.90

—

Daily win rate, backtest period (backtest)

56.31%

—

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

55.29%

—

Backtest

Backtest final value (from $10,000)

$3.8M

—

Backtest regulatory fees

$9,170

—

Backtest slippage cost

$81k

—

Returns

Backtest length

3,765

—

Out-of-sample length

709

—

Return, backtest period (annualized) (backtest)

48.75%

—

Return, backtest period (cumulative) (backtest)

38k%

—

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

24.43%

3.62%

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

85.13%

2.81%

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

-0.41%

—

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

0.42%

0.34%

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

-0.69%

—

Return, trailing 1 year (backtest)

7.05%

—

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

7.04%

6.30%

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

-0.02%

—

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

2.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.96

—

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

1.65

331.36

Maximum drawdown, backtest period (backtest)

-16.49%

—

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

-14.80%

-0.01%

Sharpe ratio, backtest period (backtest)

2.05

—

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

1.16

18.06

Sortino ratio, backtest period (backtest)

3.36

—

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

1.78

—

Standard deviation, backtest period (backtest)

20.38%

—

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

20.62%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

322

—

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