Side-by-side comparison

Compare investment strategies

Samurai Surge: Leveraged Nasdaq and Long/Short Europe 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)

europe long/short, leveraged etfs, risk-on/risk-off, tactical allocation, trend + mean reversion, us tech, volatility filter

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)

0.66

—

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

-0.09

—

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

-0.03

—

Trading activity

Annualized turnover, backtest period (backtest)

43.69

—

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

44.71

—

Daily win rate, backtest period (backtest)

52.91%

—

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

54.57%

—

Backtest

Backtest final value (from $10,000)

$16.9M

—

Backtest regulatory fees

$28k

—

Backtest slippage cost

$250k

—

Returns

Backtest length

2,901

—

Out-of-sample length

372

—

Return, backtest period (annualized) (backtest)

90.65%

—

Return, backtest period (cumulative) (backtest)

169k%

—

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

76.00%

3.62%

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

130.89%

2.81%

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

2.00%

—

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

18.48%

0.34%

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

3.58%

—

Return, trailing 1 year (backtest)

41.82%

—

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

41.78%

86.44%

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

15.03%

—

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

27.78%

0.95%

SPY annualized return over the backtest window (backtest)

14.11%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.35

—

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

3.26

331.36

Maximum drawdown, backtest period (backtest)

-38.54%

—

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

-23.31%

-0.01%

Sharpe ratio, backtest period (backtest)

1.60

—

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

1.77

18.06

Sortino ratio, backtest period (backtest)

2.66

—

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

2.70

—

Standard deviation, backtest period (backtest)

47.29%

—

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

35.70%

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)

148

—

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