Side-by-side comparison

Compare investment strategies

TLT Anchor plus Low-Vol Stock Basket and Hedges 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)

bonds, equities, gold, hedged, mean reversion, multi-asset, risk-managed, tactical asset allocation, trend following

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)

0.33

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

32.83

—

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

27.90

—

Daily win rate, backtest period (backtest)

56.79%

—

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

53.22%

—

Backtest

Backtest final value (from $10,000)

$7.0M

—

Backtest regulatory fees

$16k

—

Backtest slippage cost

$140k

—

Returns

Backtest length

4,878

—

Out-of-sample length

543

—

Return, backtest period (annualized) (backtest)

40.22%

—

Return, backtest period (cumulative) (backtest)

69k%

—

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

16.06%

3.62%

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

37.43%

2.81%

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

0.58%

—

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

0.28%

0.34%

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

2.63%

—

Return, trailing 1 year (backtest)

12.18%

—

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

9.91%

86.44%

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

5.13%

—

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

2.06%

0.95%

SPY annualized return over the backtest window (backtest)

10.68%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.80

—

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

1.71

331.36

Maximum drawdown, backtest period (backtest)

-14.37%

—

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

-9.37%

-0.01%

Sharpe ratio, backtest period (backtest)

2.17

—

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

1.08

18.06

Sortino ratio, backtest period (backtest)

3.85

—

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

1.97

—

Standard deviation, backtest period (backtest)

16.17%

—

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

14.76%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.25

—

Construction

Logic complexity (node count)

103

—

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