Side-by-side comparison

Compare investment strategies

Top-4 Leveraged Momentum with Volatility 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)

commodities, crypto, daily rebalance, leveraged etfs, momentum, multi-timeframe, risk-on/risk-off, tactical rotation, volatility hedge

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)

0.30

—

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

5.22

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

38.26

—

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

39.31

—

Daily win rate, backtest period (backtest)

56.81%

—

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

55.20%

—

Backtest

Backtest final value (from $10,000)

$80k

—

Backtest regulatory fees

$98

—

Backtest slippage cost

$533

—

Returns

Backtest length

382

—

Out-of-sample length

125

—

Return, backtest period (annualized) (backtest)

291.87%

—

Return, backtest period (cumulative) (backtest)

697.04%

—

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

236.39%

3.62%

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

83.41%

2.81%

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

-1.50%

—

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

-19.41%

0.34%

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

-13.07%

—

Return, trailing 1 year (backtest)

201.38%

—

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

0.00%

86.44%

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

-16.25%

—

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

-8.25%

0.95%

SPY annualized return over the backtest window (backtest)

24.90%

—

Risk metrics

Calmar ratio, backtest period (backtest)

8.14

—

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

6.60

331.36

Maximum drawdown, backtest period (backtest)

-35.84%

—

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

-35.84%

-0.01%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.73

18.06

Sortino ratio, backtest period (backtest)

3.09

—

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

2.70

—

Standard deviation, backtest period (backtest)

85.77%

—

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

99.65%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.29

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

531

—

Watchers

193

—

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