Side-by-side comparison

Compare investment strategies

Sideways Market Below 200-Day SPY with 3x Tech Dips 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/inverse etfs, risk‑on/risk‑off, tactical allocation, tech/semis focus, trend + mean‑reversion, volatility hedging

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)

0.44

—

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

3.15

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

32.97

—

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

32.97

—

Daily win rate, backtest period (backtest)

55.96%

—

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

55.96%

—

Backtest

Backtest final value (from $10,000)

$28k

—

Backtest regulatory fees

$19

—

Backtest slippage cost

$140

—

Returns

Backtest length

411

—

Out-of-sample length

411

—

Return, backtest period (annualized) (backtest)

87.27%

—

Return, backtest period (cumulative) (backtest)

178.91%

—

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

87.29%

3.62%

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

178.96%

2.81%

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

-0.21%

—

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

13.43%

0.34%

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

-7.15%

—

Return, trailing 1 year (backtest)

180.34%

—

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

180.36%

86.44%

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

-2.33%

—

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

-9.00%

0.95%

SPY annualized return over the backtest window (backtest)

17.44%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.45

—

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

1.45

331.36

Maximum drawdown, backtest period (backtest)

-60.25%

—

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

-60.25%

-0.01%

Sharpe ratio, backtest period (backtest)

1.15

—

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

1.15

18.06

Sortino ratio, backtest period (backtest)

1.77

—

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

1.78

—

Standard deviation, backtest period (backtest)

85.90%

—

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

85.90%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.59

—

Construction

Logic complexity (node count)

151

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

212

—

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