Side-by-side comparison

Compare investment strategies

QQQ with TLT Switch on High 10-Day Volatility vs Bond and Defensive Signals Gate for TQQQ

Every published figureShow 41 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

drawdown avoidance, risk management, tactical equity-bond rotation, volatility filter

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

-0.03

—

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

1.38

—

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

0.92

—

Trading activity

Annualized turnover, backtest period (backtest)

1.20

—

Daily win rate, backtest period (backtest)

55.35%

—

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

56.23%

—

Backtest

Backtest final value (from $10,000)

$690k

—

Backtest regulatory fees

$75

—

Backtest slippage cost

$671

—

Returns

Backtest length

6,096

—

Out-of-sample length

361

—

Return, backtest period (annualized) (backtest)

19.13%

—

Return, backtest period (cumulative) (backtest)

6801%

—

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

32.58%

207.42%

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

48.95%

17.40%

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

-2.50%

—

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

4.99%

17.20%

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

-3.71%

—

Return, trailing 1 year (backtest)

18.02%

—

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

23.60%

0.00%

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

-5.00%

—

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

3.98%

0.00%

SPY annualized return over the backtest window (backtest)

11.50%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.65

—

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

2.72

43.28

Maximum drawdown, backtest period (backtest)

-29.40%

—

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

-11.96%

-4.79%

Sharpe ratio, backtest period (backtest)

0.96

—

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

1.67

3.80

Sortino ratio, backtest period (backtest)

1.39

—

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

2.16

—

Standard deviation, backtest period (backtest)

20.44%

—

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

17.94%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

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