Side-by-side comparison

Compare investment strategies

Six-Sleeve Gold, Treasury, Nasdaq, EM and Energy Trend 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)

bonds, commodities, equities, leveraged etfs, mean‑reversion, tactical allocation, trend/momentum, 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)

0.16

—

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

0.49

—

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

0.38

—

Trading activity

Annualized turnover, backtest period (backtest)

38.35

—

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

37.36

—

Daily win rate, backtest period (backtest)

59.95%

—

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

55.01%

—

Backtest

Backtest final value (from $10,000)

$103.2M

—

Backtest regulatory fees

$203k

—

Backtest slippage cost

$1.9M

—

Returns

Backtest length

3,663

—

Out-of-sample length

389

—

Return, backtest period (annualized) (backtest)

88.82%

—

Return, backtest period (cumulative) (backtest)

1032k%

—

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

29.18%

3.62%

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

47.72%

2.81%

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

1.53%

—

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

1.55%

0.34%

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

-0.37%

—

Return, trailing 1 year (backtest)

19.45%

—

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

27.62%

86.44%

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

0.63%

—

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

5.98%

0.95%

SPY annualized return over the backtest window (backtest)

14.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.42

—

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

2.11

331.36

Maximum drawdown, backtest period (backtest)

-13.85%

—

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

-13.85%

-0.01%

Sharpe ratio, backtest period (backtest)

3.36

—

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

1.27

18.06

Sortino ratio, backtest period (backtest)

7.11

—

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

2.17

—

Standard deviation, backtest period (backtest)

19.50%

—

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

22.01%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.16

—

Construction

Logic complexity (node count)

443

—

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