Side-by-side comparison

Compare investment strategies

SOXL Semiconductor Trend with VIX Crash Sleeve 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)

leveraged etfs, risk-on/off timing, semiconductors, tactical allocation, trend/momentum, 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)

0.31

—

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

0.73

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

55.83

—

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

49.33

—

Daily win rate, backtest period (backtest)

55.81%

—

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

49.46%

—

Backtest

Backtest final value (from $10,000)

$66.9B

—

Backtest regulatory fees

$152.9M

—

Backtest slippage cost

$1.5B

—

Returns

Backtest length

3,503

—

Out-of-sample length

922

—

Return, backtest period (annualized) (backtest)

209.65%

—

Return, backtest period (cumulative) (backtest)

669057k%

—

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

41.86%

3.62%

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

259.91%

2.81%

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

-0.85%

—

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

3.66%

0.34%

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

1.47%

—

Return, trailing 1 year (backtest)

5.21%

—

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

5.18%

86.44%

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

-0.87%

—

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

50.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.63

—

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

0.72

331.36

Maximum drawdown, backtest period (backtest)

-57.79%

—

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

-57.80%

-0.01%

Sharpe ratio, backtest period (backtest)

2.45

—

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

0.97

18.06

Sortino ratio, backtest period (backtest)

4.38

—

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

1.64

—

Standard deviation, backtest period (backtest)

51.39%

—

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

47.56%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

325

—

Rebalance corridor width

5.00%

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