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Compare investment strategies

Tech Trend with Gold/Silver, EM Long-Short and Treasuries 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, emerging markets, gold/silver, leveraged etfs, long/short, multi-asset, tactical allocation, treasuries, trend + mean reversion, us tech tilt

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)

0.19

—

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

0.47

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

49.22

—

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

50.77

—

Daily win rate, backtest period (backtest)

57.30%

—

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

55.12%

—

Backtest

Backtest final value (from $10,000)

$12.0M

—

Backtest regulatory fees

$41k

—

Backtest slippage cost

$345k

—

Returns

Backtest length

4,763

—

Out-of-sample length

537

—

Return, backtest period (annualized) (backtest)

45.48%

—

Return, backtest period (cumulative) (backtest)

120k%

—

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

29.45%

3.62%

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

73.52%

2.81%

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

0.23%

—

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

0.81%

0.34%

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

2.20%

—

Return, trailing 1 year (backtest)

18.64%

—

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

18.62%

86.44%

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

1.28%

—

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

10.12%

0.95%

SPY annualized return over the backtest window (backtest)

11.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.76

—

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

3.29

331.36

Maximum drawdown, backtest period (backtest)

-12.08%

—

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

-8.95%

-0.01%

Sharpe ratio, backtest period (backtest)

2.30

—

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

1.63

18.06

Sortino ratio, backtest period (backtest)

3.93

—

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

2.69

—

Standard deviation, backtest period (backtest)

16.94%

—

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

16.76%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

156

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

138

—

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