Side-by-side comparison

Compare investment strategies

Top Two of AAPU, MSFU, NFLX, NVDA, XOM by RSI 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)

14-day rsi, daily rebalancing, leveraged single-stock etfs, momentum, tech-heavy, top-2 selection

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)

0.06

—

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

1.28

—

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

0.60

—

Trading activity

Annualized turnover, backtest period (backtest)

37.85

—

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

39.12

—

Daily win rate, backtest period (backtest)

56.13%

—

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

56.64%

—

Backtest

Backtest final value (from $10,000)

$52k

—

Backtest regulatory fees

$157

—

Backtest slippage cost

$1,095

—

Returns

Backtest length

1,012

—

Out-of-sample length

715

—

Return, backtest period (annualized) (backtest)

50.91%

—

Return, backtest period (cumulative) (backtest)

422.85%

—

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

31.24%

3.62%

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

116.48%

2.81%

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

2.48%

—

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

-0.13%

0.34%

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

2.60%

—

Return, trailing 1 year (backtest)

4.11%

—

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

4.13%

86.44%

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

0.55%

—

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

0.10%

0.95%

SPY annualized return over the backtest window (backtest)

22.44%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.36

—

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

0.84

331.36

Maximum drawdown, backtest period (backtest)

-37.36%

—

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

-37.35%

-0.01%

Sharpe ratio, backtest period (backtest)

1.40

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

2.10

—

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

1.41

—

Standard deviation, backtest period (backtest)

33.38%

—

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

32.94%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.50

—

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