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Compare investment strategies

TMF Trend with RSI(2) TMV Fades, Stock/Gold Fallback 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)

100-day ma, gold, inverse-vol, leveraged bonds, mean-reversion, rsi(2), stocks, tactical, treasuries, 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)

0.08

—

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

0.40

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

45.56

—

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

37.22

—

Daily win rate, backtest period (backtest)

54.47%

—

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

54.47%

—

Backtest

Backtest final value (from $10,000)

$279k

—

Backtest regulatory fees

$2,232

—

Backtest slippage cost

$18k

—

Returns

Backtest length

4,305

—

Out-of-sample length

514

—

Return, backtest period (annualized) (backtest)

21.51%

—

Return, backtest period (cumulative) (backtest)

2690%

—

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

15.79%

3.62%

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

34.46%

2.81%

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

0.02%

—

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

2.10%

0.34%

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

-4.32%

—

Return, trailing 1 year (backtest)

1.36%

—

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

13.73%

86.44%

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

-3.84%

—

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

11.55%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.47

—

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

1.14

331.36

Maximum drawdown, backtest period (backtest)

-45.39%

—

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

-13.90%

-0.01%

Sharpe ratio, backtest period (backtest)

0.75

—

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

0.81

18.06

Sortino ratio, backtest period (backtest)

1.12

—

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

1.01

—

Standard deviation, backtest period (backtest)

33.30%

—

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

20.79%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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