Side-by-side comparison

Compare investment strategies

Six 1.5x Leveraged Big-Tech Stock ETFs 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)

concentrated, growth, high risk, leveraged etfs, no rebalancing, single-stock etfs, us mega-cap tech

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)

-0.03

—

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

2.59

—

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

0.85

—

Trading activity

Annualized turnover, backtest period (backtest)

2.62

—

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

2.60

—

Daily win rate, backtest period (backtest)

54.38%

—

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

53.39%

—

Backtest

Backtest final value (from $10,000)

$76k

—

Backtest regulatory fees

—

Backtest slippage cost

—

Returns

Backtest length

958

—

Out-of-sample length

841

—

Return, backtest period (annualized) (backtest)

70.53%

—

Return, backtest period (cumulative) (backtest)

662.33%

—

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

49.08%

3.62%

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

279.68%

2.81%

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

1.12%

—

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

11.01%

0.34%

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

1.90%

—

Return, trailing 1 year (backtest)

31.88%

—

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

18.23%

86.44%

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

1.29%

—

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

14.37%

0.95%

SPY annualized return over the backtest window (backtest)

20.60%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.42

—

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

1.04

331.36

Maximum drawdown, backtest period (backtest)

-49.68%

—

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

-46.97%

-0.01%

Sharpe ratio, backtest period (backtest)

1.39

—

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

1.11

18.06

Sortino ratio, backtest period (backtest)

2.14

—

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

1.67

—

Standard deviation, backtest period (backtest)

45.90%

—

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

45.30%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.17

—

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