Side-by-side comparison

Compare investment strategies

TQQQ 200-Day Trend, RSI Exits, 3x Dip Buys 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)

concentrated, high volatility, leveraged etfs, momentum/mean-reversion, risk-on/off, rsi extremes, tech/semis rotation, trend filter (200-dma)

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)

-0.20

—

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

3.86

—

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

0.86

—

Trading activity

Annualized turnover, backtest period (backtest)

23.20

—

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

25.30

—

Daily win rate, backtest period (backtest)

54.57%

—

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

52.90%

—

Backtest

Backtest final value (from $10,000)

$43.9M

—

Backtest regulatory fees

$39k

—

Backtest slippage cost

$357k

—

Returns

Backtest length

3,997

—

Out-of-sample length

259

—

Return, backtest period (annualized) (backtest)

69.66%

—

Return, backtest period (cumulative) (backtest)

439k%

—

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

43.01%

3.62%

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

43.41%

2.81%

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

-7.60%

—

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

13.82%

0.34%

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

-11.27%

—

Return, trailing 1 year (backtest)

21.68%

—

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

39.28%

86.44%

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

-15.01%

—

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

13.05%

0.95%

SPY annualized return over the backtest window (backtest)

14.39%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.49

—

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

1.24

331.36

Maximum drawdown, backtest period (backtest)

-46.64%

—

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

-34.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.25

—

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

0.91

18.06

Sortino ratio, backtest period (backtest)

1.90

—

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

0.97

—

Standard deviation, backtest period (backtest)

53.70%

—

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

57.93%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

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