Side-by-side comparison

Compare investment strategies

SVXY, VIXY, TQQQ and BTAL RSI Rotation vs AutoSignals TQQQ vs SH Trend Switch

Every published figureShow 12 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

defensive hedge, leveraged etfs, momentum, rsi extremes, tactical allocation, trend filter, volatility timing

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Risk metrics

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

1.49

173.27

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

-15.94%

-0.85%

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

0.98

6.68

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

24.94%

14.34%

Construction

Rebalance frequency

daily

Returns

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

23.75%

147.30%

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

28.01%

8.62%

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

0.45%

8.61%

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

20.02%

0.00%

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

20.67%

0.00%

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