Side-by-side comparison

Compare investment strategies

S&P RSI Switch among UPRO, UVXY, SVXY and T-Bills 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)

leveraged etfs, risk-on/risk-off, rsi/momentum, tactical rotation, volatility etps

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)

-0.08

—

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

1.77

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

38.01

—

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

34.75

—

Daily win rate, backtest period (backtest)

57.03%

—

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

55.64%

—

Backtest

Backtest final value (from $10,000)

$41.8M

—

Backtest regulatory fees

$99k

—

Backtest slippage cost

$937k

—

Returns

Backtest length

3,772

—

Out-of-sample length

834

—

Return, backtest period (annualized) (backtest)

74.54%

—

Return, backtest period (cumulative) (backtest)

418k%

—

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

20.12%

3.62%

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

83.55%

2.81%

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

0.81%

—

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

3.71%

0.34%

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

1.26%

—

Return, trailing 1 year (backtest)

3.33%

—

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

3.32%

86.44%

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

1.09%

—

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

2.17%

0.95%

SPY annualized return over the backtest window (backtest)

15.58%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.21

—

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

0.45

331.36

Maximum drawdown, backtest period (backtest)

-61.55%

—

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

-44.51%

-0.01%

Sharpe ratio, backtest period (backtest)

1.30

—

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

0.65

18.06

Sortino ratio, backtest period (backtest)

1.96

—

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

0.95

—

Standard deviation, backtest period (backtest)

54.14%

—

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

41.43%

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

—

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