Side-by-side comparison

Compare investment strategies

SVOL Base with Volatility Buys and 3x Dip Buying 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)

leveraged etfs, mean reversion, risk-managed, tactical allocation, trend filters, volatility hedging

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)

1.68

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

39.58

—

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

40.91

—

Daily win rate, backtest period (backtest)

57.55%

—

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

58.04%

—

Backtest

Backtest final value (from $10,000)

$99k

—

Backtest regulatory fees

$238

—

Backtest slippage cost

$1,582

—

Returns

Backtest length

1,126

—

Out-of-sample length

858

—

Return, backtest period (annualized) (backtest)

66.81%

—

Return, backtest period (cumulative) (backtest)

885.77%

—

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

51.87%

3.62%

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

315.48%

2.81%

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

0.45%

—

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

2.49%

0.34%

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

1.39%

—

Return, trailing 1 year (backtest)

54.84%

—

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

54.84%

86.44%

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

0.82%

—

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

20.94%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.15

—

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

1.67

331.36

Maximum drawdown, backtest period (backtest)

-31.08%

—

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

-31.07%

-0.01%

Sharpe ratio, backtest period (backtest)

1.82

—

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

1.43

18.06

Sortino ratio, backtest period (backtest)

3.30

—

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

2.56

—

Standard deviation, backtest period (backtest)

30.70%

—

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

32.87%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

827

—

Rebalance corridor width

1.00%

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