Side-by-side comparison

Compare investment strategies

TECL When RSI Is Weaker Than AGG, Else T-Bills 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)

cash/t-bills, leveraged tech, mean reversion, rsi signal, rules-based, tactical allocation

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)

0.00

—

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

2.74

—

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

0.74

—

Trading activity

Annualized turnover, backtest period (backtest)

25.27

—

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

28.49

—

Daily win rate, backtest period (backtest)

48.27%

—

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

70.93%

—

Backtest

Backtest final value (from $10,000)

$15.1M

—

Backtest regulatory fees

$20k

—

Backtest slippage cost

$173k

—

Returns

Backtest length

4,458

—

Out-of-sample length

743

—

Return, backtest period (annualized) (backtest)

51.25%

—

Return, backtest period (cumulative) (backtest)

151k%

—

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

62.10%

3.62%

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

316.22%

2.81%

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

0.04%

—

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

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

88.46%

—

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

88.46%

86.44%

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

0.17%

—

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

21.96%

0.95%

SPY annualized return over the backtest window (backtest)

15.74%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.63

—

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

1.07

331.36

Maximum drawdown, backtest period (backtest)

-80.83%

—

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

-58.16%

-0.01%

Sharpe ratio, backtest period (backtest)

1.07

—

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

1.13

18.06

Sortino ratio, backtest period (backtest)

1.59

—

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

1.71

—

Standard deviation, backtest period (backtest)

50.92%

—

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

56.51%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

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