Side-by-side comparison

Compare investment strategies

SMH Semiconductor Trend with VIXY and Oversold Rebounds 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 rebalance, leveraged/inverse etfs, semiconductors focus, tactical, trend + mean‑reversion, volatility timing

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)

0.07

—

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

2.06

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

26.19

—

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

10.47

—

Daily win rate, backtest period (backtest)

55.93%

—

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

59.64%

—

Backtest

Backtest final value (from $10,000)

$133.3M

—

Backtest regulatory fees

$98k

—

Backtest slippage cost

$934k

—

Returns

Backtest length

3,522

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

97.26%

—

Return, backtest period (cumulative) (backtest)

1332k%

—

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

56.49%

3.62%

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

82.33%

2.81%

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

-0.65%

—

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

5.06%

0.34%

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

-4.32%

—

Return, trailing 1 year (backtest)

36.43%

—

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

36.43%

86.44%

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

-0.53%

—

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

-0.72%

0.95%

SPY annualized return over the backtest window (backtest)

14.66%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.70

—

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

2.29

331.36

Maximum drawdown, backtest period (backtest)

-36.02%

—

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

-24.62%

-0.01%

Sharpe ratio, backtest period (backtest)

1.79

—

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

1.45

18.06

Sortino ratio, backtest period (backtest)

3.35

—

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

2.08

—

Standard deviation, backtest period (backtest)

42.91%

—

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

35.24%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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