Side-by-side comparison

Compare investment strategies

TQQQ Long-Run Combo Collection, Simple Editions 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, momentum + mean reversion, regime filter (200dma), tech/nasdaq focus, volatility/bond hedges

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)

2.34

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

32.57

—

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

28.14

—

Daily win rate, backtest period (backtest)

56.95%

—

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

55.67%

—

Backtest

Backtest final value (from $10,000)

$38.2B

—

Backtest regulatory fees

$44.5M

—

Backtest slippage cost

$429.0M

—

Returns

Backtest length

3,765

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

175.70%

—

Return, backtest period (cumulative) (backtest)

382021k%

—

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

62.50%

3.62%

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

572.16%

2.81%

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

1.06%

—

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

10.28%

0.34%

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

0.81%

—

Return, trailing 1 year (backtest)

24.32%

—

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

24.30%

86.44%

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

2.08%

—

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

5.15%

0.95%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.42

—

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

1.43

331.36

Maximum drawdown, backtest period (backtest)

-51.37%

—

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

-43.55%

-0.01%

Sharpe ratio, backtest period (backtest)

2.02

—

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

1.18

18.06

Sortino ratio, backtest period (backtest)

3.72

—

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

1.81

—

Standard deviation, backtest period (backtest)

58.26%

—

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

52.77%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.47

—

Construction

Logic complexity (node count)

293

—

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