Side-by-side comparison

Compare investment strategies

Total Market 3x Trend with UVXY Hedge and T-Bills 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)

leveraged etfs, market timing, mean reversion, risk-on/off, tactical allocation, trend following, volatility hedging

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)

0.15

—

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

1.51

—

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

0.40

—

Trading activity

Annualized turnover, backtest period (backtest)

55.91

—

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

55.39

—

Daily win rate, backtest period (backtest)

56.78%

—

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

54.85%

—

Backtest

Backtest final value (from $10,000)

$99.9B

—

Backtest regulatory fees

$216.0M

—

Backtest slippage cost

$2.1B

—

Returns

Backtest length

3,649

—

Out-of-sample length

361

—

Return, backtest period (annualized) (backtest)

204.26%

—

Return, backtest period (cumulative) (backtest)

998671k%

—

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

50.43%

3.62%

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

79.78%

2.81%

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

0.79%

—

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

5.75%

0.34%

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

0.93%

—

Return, trailing 1 year (backtest)

29.36%

—

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

29.33%

86.44%

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

0.68%

—

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

7.27%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.12

—

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

1.92

331.36

Maximum drawdown, backtest period (backtest)

-33.36%

—

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

-26.26%

-0.01%

Sharpe ratio, backtest period (backtest)

2.35

—

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

1.11

18.06

Sortino ratio, backtest period (backtest)

4.77

—

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

1.67

—

Standard deviation, backtest period (backtest)

53.05%

—

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

46.35%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

1,199

—

Rebalance corridor width

10.00%

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