Side-by-side comparison

Compare investment strategies

Short Volatility (SVIX) Core with 3x Tech Rebound 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, momentum, regime switching, risk parity, short volatility, 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)

-0.29

—

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

3.06

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

30.33

—

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

24.90

—

Daily win rate, backtest period (backtest)

56.69%

—

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

57.60%

—

Backtest

Backtest final value (from $10,000)

$47k

—

Backtest regulatory fees

$100

—

Backtest slippage cost

$701

—

Returns

Backtest length

1,136

—

Out-of-sample length

849

—

Return, backtest period (annualized) (backtest)

41.14%

—

Return, backtest period (cumulative) (backtest)

373.35%

—

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

19.31%

3.62%

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

81.40%

2.81%

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

1.40%

—

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

7.78%

0.34%

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

2.35%

—

Return, trailing 1 year (backtest)

18.41%

—

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

18.41%

86.44%

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

1.51%

—

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

17.60%

0.95%

SPY annualized return over the backtest window (backtest)

13.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.72

—

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

0.34

331.36

Maximum drawdown, backtest period (backtest)

-56.84%

—

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

-56.84%

-0.01%

Sharpe ratio, backtest period (backtest)

0.90

—

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

0.60

18.06

Sortino ratio, backtest period (backtest)

1.26

—

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

0.83

—

Standard deviation, backtest period (backtest)

56.23%

—

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

57.70%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

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