Side-by-side comparison

Compare investment strategies

TQQQ Dip Buying, VIX Filter, TLT Defense vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Hedge / defensive overlay: Bonds / Treasuries

—

Hedge / defensive overlay: Inverse / short exposure

—

Hedge / defensive overlay: Volatility products (VIX)

—

Leverage use

—

Trading signal: RSI overbought / oversold

—

Trading signal: Trend (moving averages)

—

Weighting scheme

—

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, mean reversion, risk-on/off, tactical allocation, tech-heavy, trend-following, volatility timing

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.23

—

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

2.07

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

49.08

—

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

46.48

—

Daily win rate, backtest period (backtest)

57.32%

—

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

56.04%

—

Backtest

Backtest final value (from $10,000)

$6.2B

—

Backtest regulatory fees

$9.7M

—

Backtest slippage cost

$93.4M

—

Returns

Backtest length

3,765

—

Out-of-sample length

985

—

Return, backtest period (annualized) (backtest)

144.09%

—

Return, backtest period (cumulative) (backtest)

61920k%

—

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

74.44%

261.52%

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

782.08%

6.85%

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

-0.14%

—

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

-0.86%

1.95%

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

-0.19%

—

Return, trailing 1 year (backtest)

80.83%

—

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

80.80%

0.00%

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

0.21%

—

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

9.90%

6.14%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.52

—

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

1.82

376.45

Maximum drawdown, backtest period (backtest)

-40.93%

—

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

-40.93%

-0.69%

Sharpe ratio, backtest period (backtest)

2.02

—

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

1.36

7.79

Sortino ratio, backtest period (backtest)

3.78

—

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

2.21

—

Standard deviation, backtest period (backtest)

50.11%

—

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

49.75%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.39

—

Construction

Logic complexity (node count)

482

—

Rebalance corridor width

5.00%

—

Rebalance frequency

none

daily

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