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Compare investment strategies

S&P 200-Day Offense/Defense with VIX Heat Hedges 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)

bonds, commodities, global equities, inverse etfs, leveraged etfs, momentum, tactical asset allocation, trend following, volatility hedging

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)

0.57

—

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

2.07

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

68.17

—

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

35.00

—

Daily win rate, backtest period (backtest)

55.34%

—

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

46.30%

—

Backtest

Backtest final value (from $10,000)

$2.2M

—

Backtest regulatory fees

$4,218

—

Backtest slippage cost

$34k

—

Returns

Backtest length

1,142

—

Out-of-sample length

108

—

Return, backtest period (annualized) (backtest)

228.15%

—

Return, backtest period (cumulative) (backtest)

22k%

—

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

99.57%

3.62%

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

32.63%

2.81%

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

-5.49%

—

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

5.86%

0.34%

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

-0.83%

—

Return, trailing 1 year (backtest)

93.46%

—

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

115.89%

86.44%

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

2.53%

—

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

39.51%

0.95%

SPY annualized return over the backtest window (backtest)

13.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.03

—

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

7.11

331.36

Maximum drawdown, backtest period (backtest)

-25.26%

—

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

-14.00%

-0.01%

Sharpe ratio, backtest period (backtest)

2.60

—

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

1.87

18.06

Sortino ratio, backtest period (backtest)

4.91

—

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

3.07

—

Standard deviation, backtest period (backtest)

50.51%

—

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

41.81%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.41

—

Construction

Logic complexity (node count)

409

—

Rebalance corridor width

—

9.00%

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