Side-by-side comparison

Compare investment strategies

Self-Replicating Bootstraps Tech Switcher, Managed Futures 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, managed futures, regime switching, risk management, tactical allocation, trend/momentum, 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)

0.23

—

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

1.18

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

57.35

—

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

56.55

—

Daily win rate, backtest period (backtest)

60.04%

—

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

54.91%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$3,472

—

Backtest slippage cost

$26k

—

Returns

Backtest length

1,126

—

Out-of-sample length

550

—

Return, backtest period (annualized) (backtest)

193.64%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

46.72%

3.62%

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

131.22%

2.81%

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

-0.14%

—

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

-1.35%

0.34%

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

-1.20%

—

Return, trailing 1 year (backtest)

39.49%

—

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

39.49%

86.44%

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

1.00%

—

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

15.78%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.22

—

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

1.50

331.36

Maximum drawdown, backtest period (backtest)

-31.13%

—

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

-31.13%

-0.01%

Sharpe ratio, backtest period (backtest)

3.43

—

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

1.29

18.06

Sortino ratio, backtest period (backtest)

6.16

—

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

2.02

—

Standard deviation, backtest period (backtest)

33.11%

—

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

34.33%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.26

—

Construction

Logic complexity (node count)

494

—

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