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Compare investment strategies

Top-5 Magnificent 7 by Momentum with Trend/RSI Filters 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)

ai leaders, equal-weight, mega-cap tech, momentum, rsi, tactical, trend-following, uses t-bills

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)

0.02

—

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

0.97

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

50.15

—

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

52.21

—

Daily win rate, backtest period (backtest)

56.52%

—

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

53.95%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$5,514

—

Backtest slippage cost

$46k

—

Returns

Backtest length

3,505

—

Out-of-sample length

506

—

Return, backtest period (annualized) (backtest)

40.94%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

18.07%

3.62%

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

39.13%

2.81%

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

-1.33%

—

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

6.80%

0.34%

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

-2.02%

—

Return, trailing 1 year (backtest)

-7.35%

—

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

-5.97%

86.44%

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

-0.60%

—

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

-1.09%

0.95%

SPY annualized return over the backtest window (backtest)

15.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.81

—

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

1.00

331.36

Maximum drawdown, backtest period (backtest)

-22.61%

—

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

-18.13%

-0.01%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.89

18.06

Sortino ratio, backtest period (backtest)

2.73

—

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

1.40

—

Standard deviation, backtest period (backtest)

20.95%

—

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

21.13%

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)

160

—

Rebalance corridor width

20.00%

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