Side-by-side comparison

Compare investment strategies

SOXX RSI Machine with SOXS Fade and SOXL Dip Buy 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 etfs, mean reversion, risk-on/risk-off, rsi, semiconductor sector, tactical

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)

0.25

—

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

2.19

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

78.51

—

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

73.13

—

Daily win rate, backtest period (backtest)

49.77%

—

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

49.02%

—

Backtest

Backtest final value (from $10,000)

$4.0M

—

Backtest regulatory fees

$14k

—

Backtest slippage cost

$110k

—

Returns

Backtest length

4,167

—

Out-of-sample length

714

—

Return, backtest period (annualized) (backtest)

43.72%

—

Return, backtest period (cumulative) (backtest)

40k%

—

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

51.29%

3.62%

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

223.75%

2.81%

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

-1.94%

—

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

31.64%

0.34%

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

8.78%

—

Return, trailing 1 year (backtest)

189.53%

—

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

189.52%

86.44%

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

11.28%

—

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

13.09%

0.95%

SPY annualized return over the backtest window (backtest)

14.15%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.61

—

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

1.01

331.36

Maximum drawdown, backtest period (backtest)

-72.06%

—

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

-50.56%

-0.01%

Sharpe ratio, backtest period (backtest)

0.89

—

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

0.90

18.06

Sortino ratio, backtest period (backtest)

1.38

—

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

1.48

—

Standard deviation, backtest period (backtest)

63.38%

—

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

79.74%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.79

—

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