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Compare investment strategies

TQQQ On or Off 75% Risk Switch 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, risk-on/off, tactical allocation, tech-heavy, treasuries, trend-following, volatility

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)

-0.06

—

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

2.79

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

8.18

—

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

4.44

—

Daily win rate, backtest period (backtest)

55.82%

—

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

56.89%

—

Backtest

Backtest final value (from $10,000)

$12.5M

—

Backtest regulatory fees

$5,057

—

Backtest slippage cost

$40k

—

Returns

Backtest length

3,959

—

Out-of-sample length

747

—

Return, backtest period (annualized) (backtest)

57.46%

—

Return, backtest period (cumulative) (backtest)

125k%

—

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

49.82%

147.30%

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

232.02%

8.62%

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

1.31%

—

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

13.82%

8.61%

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

0.33%

—

Return, trailing 1 year (backtest)

43.61%

—

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

43.61%

0.00%

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

2.11%

—

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

6.68%

0.00%

SPY annualized return over the backtest window (backtest)

14.19%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.20

—

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

1.04

173.27

Maximum drawdown, backtest period (backtest)

-47.86%

—

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

-47.87%

-0.85%

Sharpe ratio, backtest period (backtest)

1.22

—

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

1.02

6.68

Sortino ratio, backtest period (backtest)

1.77

—

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

1.46

—

Standard deviation, backtest period (backtest)

46.09%

—

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

53.98%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.96

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

3.00%

—

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