Side-by-side comparison

Compare investment strategies

TQQQ or Cash with Short-Term Pop Hedges vs Domestic Leveraged Sector Trend Rotation

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, market timing, momentum + mean reversion, semiconductors, tactical, tech-heavy, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, 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)

1.52

—

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

0.65

—

Trading activity

Annualized turnover, backtest period (backtest)

37.09

—

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

35.28

—

Daily win rate, backtest period (backtest)

53.35%

—

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

64.72%

—

Backtest

Backtest final value (from $10,000)

$735.8M

—

Backtest regulatory fees

$1.3M

—

Backtest slippage cost

$12.8M

—

Returns

Backtest length

3,691

—

Out-of-sample length

941

—

Return, backtest period (annualized) (backtest)

114.87%

—

Return, backtest period (cumulative) (backtest)

7358k%

—

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

51.29%

67.14%

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

370.08%

4.80%

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

0.03%

—

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

5.44%

4.80%

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

0.08%

—

Return, trailing 1 year (backtest)

24.91%

—

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

24.90%

0.00%

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

0.16%

—

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

15.04%

0.00%

SPY annualized return over the backtest window (backtest)

14.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.95

—

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

1.76

53.07

Maximum drawdown, backtest period (backtest)

-29.07%

—

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

-29.08%

-1.27%

Sharpe ratio, backtest period (backtest)

2.12

—

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

1.35

4.69

Sortino ratio, backtest period (backtest)

4.53

—

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

2.40

—

Standard deviation, backtest period (backtest)

39.63%

—

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

35.09%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.75

—

Construction

Logic complexity (node count)

267

—

Rebalance corridor width

10.00%

1.00%

Rebalance frequency

none

Popularity

Remixes (copies)

275

—

Watchers

136

—

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