Side-by-side comparison

Compare investment strategies

Simple Tech-Heavy 3x Swing with Dip Buying 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, mean reversion, momentum, regime switching, risk management, tactical rotation, tech/semis, 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)

0.41

—

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

0.82

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

67.13

—

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

66.82

—

Daily win rate, backtest period (backtest)

59.71%

—

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

52.99%

—

Backtest

Backtest final value (from $10,000)

$345.8M

—

Backtest regulatory fees

$968k

—

Backtest slippage cost

$9.2M

—

Returns

Backtest length

1,725

—

Out-of-sample length

585

—

Return, backtest period (annualized) (backtest)

359.92%

—

Return, backtest period (cumulative) (backtest)

3458k%

—

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

61.15%

3.62%

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

203.31%

2.81%

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

-0.13%

—

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

3.54%

0.34%

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

0.76%

—

Return, trailing 1 year (backtest)

18.21%

—

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

18.17%

86.44%

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

0.74%

—

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

22.42%

0.95%

SPY annualized return over the backtest window (backtest)

15.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

13.06

—

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

2.22

331.36

Maximum drawdown, backtest period (backtest)

-27.56%

—

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

-27.56%

-0.01%

Sharpe ratio, backtest period (backtest)

3.49

—

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

1.34

18.06

Sortino ratio, backtest period (backtest)

9.06

—

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

2.49

—

Standard deviation, backtest period (backtest)

46.76%

—

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

41.96%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

3,220

—

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