Side-by-side comparison

Compare investment strategies

Simple KMLM Switcher with Single Pops 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, mean-reversion, regime-switching, tactical, tech-heavy, trend-following, volatility

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)

0.43

—

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

1.56

—

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

0.41

—

Trading activity

Annualized turnover, backtest period (backtest)

77.03

—

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

72.21

—

Daily win rate, backtest period (backtest)

57.28%

—

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

52.77%

—

Backtest

Backtest final value (from $10,000)

$4.9M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$101k

—

Returns

Backtest length

1,126

—

Out-of-sample length

523

—

Return, backtest period (annualized) (backtest)

298.69%

—

Return, backtest period (cumulative) (backtest)

48k%

—

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

72.86%

3.62%

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

212.08%

2.81%

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

-0.30%

—

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

0.78%

0.34%

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

0.61%

—

Return, trailing 1 year (backtest)

35.56%

—

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

35.53%

86.44%

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

-0.22%

—

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

27.26%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

10.87

—

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

2.65

331.36

Maximum drawdown, backtest period (backtest)

-27.49%

—

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

-27.49%

-0.01%

Sharpe ratio, backtest period (backtest)

2.55

—

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

1.19

18.06

Sortino ratio, backtest period (backtest)

4.62

—

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

1.94

—

Standard deviation, backtest period (backtest)

61.76%

—

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

61.60%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.78

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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