Side-by-side comparison

Compare investment strategies

QQQ with TQQQ Rebound and UVXY Hedge Switch 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)

etf rotation, leveraged etfs, nasdaq-100 focus, rsi-based signals, tech-heavy exposure, volatility hedge

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)

-0.00

—

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

1.96

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

15.62

—

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

13.41

—

Daily win rate, backtest period (backtest)

56.34%

—

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

57.03%

—

Backtest

Backtest final value (from $10,000)

$16.0M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$131k

—

Returns

Backtest length

3,775

—

Out-of-sample length

526

—

Return, backtest period (annualized) (backtest)

63.65%

—

Return, backtest period (cumulative) (backtest)

160k%

—

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

36.48%

3.62%

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

91.64%

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)

31.44%

—

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

31.44%

86.44%

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

0.91%

—

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

5.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.11

—

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

1.21

331.36

Maximum drawdown, backtest period (backtest)

-30.11%

—

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

-30.12%

-0.01%

Sharpe ratio, backtest period (backtest)

1.52

—

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

1.02

18.06

Sortino ratio, backtest period (backtest)

3.06

—

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

1.82

—

Standard deviation, backtest period (backtest)

36.49%

—

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

36.76%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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