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Compare investment strategies

Single Pops 2x Dip Buying with BTAL Hedge (No K-1) vs Domestic Leveraged Sector Trend Rotation

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)

cash‑parking, contrarian, large‑cap tech tilt, leveraged etfs, market‑neutral, mean reversion, rsi‑based, tactical timing

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

0.47

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

22.74

—

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

26.10

—

Daily win rate, backtest period (backtest)

45.70%

—

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

77.33%

—

Backtest

Backtest final value (from $10,000)

$103k

—

Backtest regulatory fees

$357

—

Backtest slippage cost

$2,470

—

Returns

Backtest length

3,790

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

16.79%

—

Return, backtest period (cumulative) (backtest)

932.67%

—

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

18.42%

67.14%

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

79.24%

4.80%

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

0.04%

—

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

0.34%

4.80%

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

0.09%

—

Return, trailing 1 year (backtest)

16.38%

—

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

16.38%

0.00%

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

0.17%

—

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

7.53%

0.00%

SPY annualized return over the backtest window (backtest)

15.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.10

—

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

1.21

53.07

Maximum drawdown, backtest period (backtest)

-15.24%

—

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

-15.24%

-1.27%

Sharpe ratio, backtest period (backtest)

1.13

—

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

1.08

4.69

Sortino ratio, backtest period (backtest)

2.61

—

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

2.25

—

Standard deviation, backtest period (backtest)

14.68%

—

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

16.85%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

1.00%

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