Side-by-side comparison

Compare investment strategies

SSO Trend with Feaver Bear Block and Safe Havens 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/gold rotation, leveraged/inverse etfs, mean reversion, tactical allocation, trend-following, us large-cap/tech focus, 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)

0.07

—

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

1.39

—

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

0.70

—

Trading activity

Annualized turnover, backtest period (backtest)

25.30

—

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

19.57

—

Daily win rate, backtest period (backtest)

56.39%

—

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

52.99%

—

Backtest

Backtest final value (from $10,000)

$101.2M

—

Backtest regulatory fees

$108k

—

Backtest slippage cost

$1.0M

—

Returns

Backtest length

3,786

—

Out-of-sample length

451

—

Return, backtest period (annualized) (backtest)

84.72%

—

Return, backtest period (cumulative) (backtest)

1011k%

—

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

31.31%

3.62%

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

61.94%

2.81%

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

-2.22%

—

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

4.17%

0.34%

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

-3.07%

—

Return, trailing 1 year (backtest)

17.74%

—

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

21.30%

86.44%

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

-2.38%

—

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

5.97%

0.95%

SPY annualized return over the backtest window (backtest)

15.28%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.97

—

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

1.25

331.36

Maximum drawdown, backtest period (backtest)

-28.54%

—

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

-25.03%

-0.01%

Sharpe ratio, backtest period (backtest)

2.03

—

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

0.97

18.06

Sortino ratio, backtest period (backtest)

3.43

—

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

1.41

—

Standard deviation, backtest period (backtest)

32.87%

—

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

33.86%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.99

—

Construction

Logic complexity (node count)

—

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