Side-by-side comparison

Compare investment strategies

SPY, Energy, Chips and Commodities with Black Swan Hedge 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, crash defense, energy, leveraged etfs, rules-based, semiconductors, tactical, tech, trend + mean-reversion, 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)

0.22

—

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

0.89

—

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

0.27

—

Trading activity

Annualized turnover, backtest period (backtest)

54.35

—

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

51.04

—

Daily win rate, backtest period (backtest)

55.80%

—

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

49.10%

—

Backtest

Backtest final value (from $10,000)

$66.3B

—

Backtest regulatory fees

$168.7M

—

Backtest slippage cost

$1.6B

—

Returns

Backtest length

3,509

—

Out-of-sample length

444

—

Return, backtest period (annualized) (backtest)

208.85%

—

Return, backtest period (cumulative) (backtest)

663003k%

—

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

30.25%

3.62%

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

58.47%

2.81%

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

-8.54%

—

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

3.84%

0.34%

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

-5.24%

—

Return, trailing 1 year (backtest)

-11.04%

—

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

2.04%

86.44%

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

-1.41%

—

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

48.22%

0.95%

SPY annualized return over the backtest window (backtest)

14.86%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.56

—

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

0.52

331.36

Maximum drawdown, backtest period (backtest)

-58.64%

—

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

-58.65%

-0.01%

Sharpe ratio, backtest period (backtest)

2.45

—

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

0.74

18.06

Sortino ratio, backtest period (backtest)

4.37

—

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

1.17

—

Standard deviation, backtest period (backtest)

51.40%

—

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

55.53%

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

—

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