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Compare investment strategies

Regime Switching with QQQ, XLP and 2x Dip Buying 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)

200-day moving average, defensive rotation, dip buying, leveraged etf, nasdaq focus, regime switching, rsi, trend-following

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)

0.06

—

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

1.23

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

10.02

—

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

7.71

—

Daily win rate, backtest period (backtest)

55.84%

—

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

56.07%

—

Backtest

Backtest final value (from $10,000)

$940k

—

Backtest regulatory fees

$777

—

Backtest slippage cost

$5,425

—

Returns

Backtest length

5,107

—

Out-of-sample length

1,013

—

Return, backtest period (annualized) (backtest)

25.12%

—

Return, backtest period (cumulative) (backtest)

9298%

—

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

34.89%

3.62%

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

233.45%

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)

29.53%

—

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

29.53%

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)

11.46%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.80

—

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

1.54

331.36

Maximum drawdown, backtest period (backtest)

-31.53%

—

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

-22.63%

-0.01%

Sharpe ratio, backtest period (backtest)

1.08

—

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

1.42

18.06

Sortino ratio, backtest period (backtest)

1.73

—

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

2.37

—

Standard deviation, backtest period (backtest)

23.25%

—

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

22.87%

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