Side-by-side comparison

Compare investment strategies

SPY vs Corporate Bond RSI Dip Switch 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, dip-buying, etf rotation, momentum, relative strength, risk-on/risk-off, tactical allocation

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)

0.12

—

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

0.45

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

39.37

—

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

37.62

—

Daily win rate, backtest period (backtest)

48.62%

—

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

66.76%

—

Backtest

Backtest final value (from $10,000)

$124k

—

Backtest regulatory fees

$569

—

Backtest slippage cost

$5,025

—

Returns

Backtest length

4,033

—

Out-of-sample length

355

—

Return, backtest period (annualized) (backtest)

17.01%

—

Return, backtest period (cumulative) (backtest)

1136%

—

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

24.08%

3.62%

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

34.93%

2.81%

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

-1.11%

—

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

0.34%

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

-0.67%

—

Return, trailing 1 year (backtest)

15.37%

—

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

19.44%

86.44%

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

-0.60%

—

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

2.06%

0.95%

SPY annualized return over the backtest window (backtest)

14.51%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

3.97

331.36

Maximum drawdown, backtest period (backtest)

-18.95%

—

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

-6.06%

-0.01%

Sharpe ratio, backtest period (backtest)

1.31

—

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

2.69

18.06

Sortino ratio, backtest period (backtest)

1.99

—

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

4.54

—

Standard deviation, backtest period (backtest)

12.62%

—

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

8.17%

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)

187

—

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