Side-by-side comparison

Compare investment strategies

SPYU, Core Bonds or UVIX Regime 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)

bonds, leveraged s&p 500, mean reversion, tactical allocation, trend-following, 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)

-0.08

—

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

1.83

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

36.09

—

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

37.60

—

Daily win rate, backtest period (backtest)

52.57%

—

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

51.97%

—

Backtest

Backtest final value (from $10,000)

$22k

—

Backtest regulatory fees

$56

—

Backtest slippage cost

$413

—

Returns

Backtest length

719

—

Out-of-sample length

583

—

Return, backtest period (annualized) (backtest)

32.69%

—

Return, backtest period (cumulative) (backtest)

124.36%

—

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

16.68%

3.62%

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

42.45%

2.81%

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

-4.49%

—

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

-3.97%

0.34%

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

-8.15%

—

Return, trailing 1 year (backtest)

-11.49%

—

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

-4.85%

86.44%

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

-8.04%

—

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

-23.59%

0.95%

SPY annualized return over the backtest window (backtest)

21.41%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.69

—

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

0.35

331.36

Maximum drawdown, backtest period (backtest)

-47.07%

—

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

-47.08%

-0.01%

Sharpe ratio, backtest period (backtest)

0.81

—

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

0.54

18.06

Sortino ratio, backtest period (backtest)

1.37

—

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

0.77

—

Standard deviation, backtest period (backtest)

48.64%

—

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

51.75%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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