Side-by-side comparison

Compare investment strategies

TQQQ Long-Run Combo of Four Playbooks vs AutoSignals TQQQ vs SH Trend Switch

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/rsi, tactical allocation, tech-focused, trend-following, volatility hedging

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

0.10

—

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

2.39

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

24.24

—

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

19.24

—

Daily win rate, backtest period (backtest)

57.00%

—

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

55.36%

—

Backtest

Backtest final value (from $10,000)

$33.3B

—

Backtest regulatory fees

$30.2M

—

Backtest slippage cost

$290.9M

—

Returns

Backtest length

3,765

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

173.16%

—

Return, backtest period (cumulative) (backtest)

332743k%

—

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

54.42%

147.30%

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

450.22%

8.62%

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

0.77%

—

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

11.40%

8.61%

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

-1.65%

—

Return, trailing 1 year (backtest)

10.12%

—

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

10.11%

0.00%

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

0.59%

—

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

-1.84%

0.00%

SPY annualized return over the backtest window (backtest)

15.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.38

—

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

1.10

173.27

Maximum drawdown, backtest period (backtest)

-51.31%

—

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

-49.60%

-0.85%

Sharpe ratio, backtest period (backtest)

2.01

—

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

1.07

6.68

Sortino ratio, backtest period (backtest)

3.67

—

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

1.61

—

Standard deviation, backtest period (backtest)

58.09%

—

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

54.70%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.61

—

Construction

Logic complexity (node count)

228

—

Rebalance corridor width

20.00%

—

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