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Compare investment strategies

Simple LQQQ Nasdaq 3x Long/Short with Gold Miners vs AutoSignals TQQQ vs SH Trend Switch

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, mean reversion, momentum, multi-asset, risk switch, tactical allocation, volatility targeting

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.01

—

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

1.58

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

22.63

—

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

18.86

—

Daily win rate, backtest period (backtest)

55.27%

—

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

55.64%

—

Backtest

Backtest final value (from $10,000)

$976k

—

Backtest regulatory fees

$1,927

—

Backtest slippage cost

$15k

—

Returns

Backtest length

3,957

—

Out-of-sample length

949

—

Return, backtest period (annualized) (backtest)

33.87%

—

Return, backtest period (cumulative) (backtest)

9665%

—

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

32.68%

147.30%

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

190.38%

8.62%

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

0.60%

—

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

2.37%

8.61%

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

1.16%

—

Return, trailing 1 year (backtest)

29.81%

—

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

29.81%

0.00%

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

0.94%

—

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

3.26%

0.00%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.79

—

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

1.02

173.27

Maximum drawdown, backtest period (backtest)

-42.88%

—

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

-32.12%

-0.85%

Sharpe ratio, backtest period (backtest)

1.01

—

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

1.05

6.68

Sortino ratio, backtest period (backtest)

1.62

—

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

1.80

—

Standard deviation, backtest period (backtest)

34.71%

—

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

31.45%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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