Side-by-side comparison

Compare investment strategies

Six Mini-Models Comparing Tech vs Bonds, Gold and EM 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)

daily rebalanced, leveraged etfs, momentum, multi-asset, relative strength, tactical allocation, volatility hedge

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)

0.51

—

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

1.60

—

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

0.56

—

Trading activity

Annualized turnover, backtest period (backtest)

50.99

—

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

54.21

—

Daily win rate, backtest period (backtest)

58.51%

—

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

60.24%

—

Backtest

Backtest final value (from $10,000)

$5.7B

—

Backtest regulatory fees

$8.0M

—

Backtest slippage cost

$77.4M

—

Returns

Backtest length

3,765

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

142.81%

—

Return, backtest period (cumulative) (backtest)

57243k%

—

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

120.50%

3.62%

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

188.80%

2.81%

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

1.15%

—

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

18.00%

0.34%

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

0.59%

—

Return, trailing 1 year (backtest)

122.65%

—

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

122.59%

86.44%

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

1.04%

—

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

31.34%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.71

—

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

9.04

331.36

Maximum drawdown, backtest period (backtest)

-30.30%

—

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

-13.33%

-0.01%

Sharpe ratio, backtest period (backtest)

2.43

—

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

2.49

18.06

Sortino ratio, backtest period (backtest)

4.30

—

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

4.01

—

Standard deviation, backtest period (backtest)

39.78%

—

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

34.22%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.45

—

Construction

Logic complexity (node count)

526

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

117

—

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