Side-by-side comparison

Compare investment strategies

Total Market Hedged and Fund Surfing Blend 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)

hedged growth, leveraged etfs, mean reversion, multi-asset, tactical allocation, trend-following, 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)

0.00

—

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

1.67

—

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

0.66

—

Trading activity

Annualized turnover, backtest period (backtest)

47.46

—

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

41.93

—

Daily win rate, backtest period (backtest)

56.75%

—

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

56.23%

—

Backtest

Backtest final value (from $10,000)

$68.8M

—

Backtest regulatory fees

$218k

—

Backtest slippage cost

$2.0M

—

Returns

Backtest length

3,755

—

Out-of-sample length

1,012

—

Return, backtest period (annualized) (backtest)

80.92%

—

Return, backtest period (cumulative) (backtest)

688k%

—

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

32.22%

3.62%

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

207.36%

2.81%

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

-0.89%

—

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

-4.50%

0.34%

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

-0.69%

—

Return, trailing 1 year (backtest)

-4.97%

—

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

-4.98%

86.44%

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

-0.60%

—

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

-11.96%

0.95%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.43

—

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

0.57

331.36

Maximum drawdown, backtest period (backtest)

-56.73%

—

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

-56.74%

-0.01%

Sharpe ratio, backtest period (backtest)

1.81

—

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

0.91

18.06

Sortino ratio, backtest period (backtest)

2.92

—

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

1.26

—

Standard deviation, backtest period (backtest)

36.30%

—

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

39.68%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.40

—

Construction

Logic complexity (node count)

399

—

Rebalance corridor width

25.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

104

—

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