Side-by-side comparison

Compare investment strategies

Tech vs KMLM Leader with 3x Semis Rebound 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)

dip-buying, leveraged etf, momentum, risk-on/risk-off, rsi filter, tactical rotation, tech vs managed futures

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)

-0.18

—

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

2.29

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

33.03

—

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

38.62

—

Daily win rate, backtest period (backtest)

55.84%

—

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

54.79%

—

Backtest

Backtest final value (from $10,000)

$192k

—

Backtest regulatory fees

$509

—

Backtest slippage cost

$4,003

—

Returns

Backtest length

1,465

—

Out-of-sample length

522

—

Return, backtest period (annualized) (backtest)

66.14%

—

Return, backtest period (cumulative) (backtest)

1817%

—

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

16.47%

3.62%

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

36.71%

2.81%

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

-12.76%

—

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

1.16%

0.34%

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

-13.65%

—

Return, trailing 1 year (backtest)

2.10%

—

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

15.14%

86.44%

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

-16.92%

—

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

9.11%

0.95%

SPY annualized return over the backtest window (backtest)

14.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.08

—

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

0.52

331.36

Maximum drawdown, backtest period (backtest)

-31.81%

—

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

-31.81%

-0.01%

Sharpe ratio, backtest period (backtest)

1.37

—

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

0.53

18.06

Sortino ratio, backtest period (backtest)

2.46

—

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

0.63

—

Standard deviation, backtest period (backtest)

43.66%

—

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

56.81%

0.20%

Quality

Community review status

REJECTED

—

Holdings

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

—

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