Side-by-side comparison

Compare investment strategies

Scaled-In 3x Tech Dip Buying with Treasury Cash 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)

dip buying, leveraged tech, regime filter, rsi signal, short-term treasuries, tactical allocation

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)

0.10

—

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

0.83

—

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

0.49

—

Trading activity

Annualized turnover, backtest period (backtest)

7.76

—

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

5.96

—

Daily win rate, backtest period (backtest)

49.32%

—

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

82.94%

—

Backtest

Backtest final value (from $10,000)

$73k

—

Backtest regulatory fees

$118

—

Backtest slippage cost

$677

—

Returns

Backtest length

4,479

—

Out-of-sample length

545

—

Return, backtest period (annualized) (backtest)

11.80%

—

Return, backtest period (cumulative) (backtest)

626.77%

—

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

28.40%

3.62%

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

71.87%

2.81%

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

0.04%

—

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

0.30%

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

15.73%

—

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

15.73%

86.44%

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

0.18%

—

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

6.62%

0.95%

SPY annualized return over the backtest window (backtest)

14.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.79

—

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

3.93

331.36

Maximum drawdown, backtest period (backtest)

-14.95%

—

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

-7.23%

-0.01%

Sharpe ratio, backtest period (backtest)

0.87

—

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

1.02

18.06

Sortino ratio, backtest period (backtest)

2.84

—

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

6.62

—

Standard deviation, backtest period (backtest)

13.88%

—

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

27.54%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

107

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

134

—

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