Side-by-side comparison

Compare investment strategies

Single-Pop RSI Switcher with Tech vs KMLM Regime 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 + mean‑reversion, multi‑asset, regime switching, tactical rotation, volatility etps

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)

1.28

—

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

1.93

—

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

0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

82.48

—

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

76.74

—

Daily win rate, backtest period (backtest)

56.54%

—

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

51.85%

—

Backtest

Backtest final value (from $10,000)

$30.6M

—

Backtest regulatory fees

$56k

—

Backtest slippage cost

$515k

—

Returns

Backtest length

1,132

—

Out-of-sample length

108

—

Return, backtest period (annualized) (backtest)

495.95%

—

Return, backtest period (cumulative) (backtest)

306k%

—

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

178.09%

3.62%

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

51.90%

2.81%

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

4.07%

—

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

0.64%

0.34%

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

9.46%

—

Return, trailing 1 year (backtest)

152.12%

—

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

117.68%

86.44%

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

-5.38%

—

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

40.21%

0.95%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

17.02

—

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

6.55

331.36

Maximum drawdown, backtest period (backtest)

-29.14%

—

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

-27.20%

-0.01%

Sharpe ratio, backtest period (backtest)

2.83

—

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

1.60

18.06

Sortino ratio, backtest period (backtest)

4.89

—

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

2.54

—

Standard deviation, backtest period (backtest)

72.42%

—

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

89.38%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.72

—

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