Side-by-side comparison

Compare investment strategies

Seven-Sleeve RSI(2) Dip-Buy and Trend Portfolio 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)

daily rebalanced, leveraged/inverse etfs, mean reversion, multi-asset, risk-parity defensive mix, tactical allocation, trend 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)

0.05

—

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

0.66

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

39.38

—

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

37.71

—

Daily win rate, backtest period (backtest)

56.39%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$56k

—

Backtest regulatory fees

$260

—

Backtest slippage cost

$1,741

—

Returns

Backtest length

1,823

—

Out-of-sample length

514

—

Return, backtest period (annualized) (backtest)

26.98%

—

Return, backtest period (cumulative) (backtest)

463.49%

—

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

16.41%

3.62%

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

35.92%

2.81%

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

-0.39%

—

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

1.42%

0.34%

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

-1.22%

—

Return, trailing 1 year (backtest)

7.65%

—

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

9.96%

86.44%

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

-0.54%

—

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

7.18%

0.95%

SPY annualized return over the backtest window (backtest)

15.56%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.41

—

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

1.47

331.36

Maximum drawdown, backtest period (backtest)

-11.20%

—

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

-11.20%

-0.01%

Sharpe ratio, backtest period (backtest)

1.61

—

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

1.13

18.06

Sortino ratio, backtest period (backtest)

2.43

—

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

1.57

—

Standard deviation, backtest period (backtest)

15.61%

—

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

14.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

140

—

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