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Compare investment strategies

Qtastic: K-1 Free QQQ Uptrends with Hedges and Cash vs D-Fence Trend Switch: SPY or T-Bills with Hedges

Every published figureShow 42 attributes

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

Classification

AI categories (Composer)

hedged, k-1 free, leveraged etfs, momentum & contrarian, tactical allocation, trend-following, volatility-based

bonds, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following

Asset classes / instruments

equities

Market-relative

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

0.12

—

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

0.80

—

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

0.48

—

Trading activity

Annualized turnover, backtest period (backtest)

33.04

—

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

34.96

—

Daily win rate, backtest period (backtest)

56.41%

—

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

56.77%

—

Backtest

Backtest final value (from $10,000)

$836k

—

Backtest regulatory fees

$2,340

—

Backtest slippage cost

$18k

—

Returns

Backtest length

3,035

—

Out-of-sample length

775

—

Return, backtest period (annualized) (backtest)

44.39%

—

Return, backtest period (cumulative) (backtest)

8256%

—

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

28.38%

40.01%

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

115.84%

2.98%

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

0.90%

—

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

9.42%

2.98%

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

0.29%

—

Return, trailing 1 year (backtest)

11.26%

—

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

11.26%

0.00%

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

1.53%

—

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

7.43%

2.82%

SPY annualized return over the backtest window (backtest)

13.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.70

—

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

1.44

28.47

Maximum drawdown, backtest period (backtest)

-26.15%

—

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

-19.67%

-1.41%

Sharpe ratio, backtest period (backtest)

1.57

—

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

1.12

3.57

Sortino ratio, backtest period (backtest)

2.32

—

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

1.59

—

Standard deviation, backtest period (backtest)

25.52%

—

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

25.34%

10.03%

Quality

Community review status

ACTIVE

—

Holdings

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

0.30

—

Construction

Logic complexity (node count)

116

—

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