Side-by-side comparison

Compare investment strategies

TQQQ or Not with Pops and Volatility Checks 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)

bond risk signals, market timing, mean reversion, tactical leveraged equity, trend-following, volatility hedge

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)

0.47

—

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

1.26

—

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

0.34

—

Trading activity

Annualized turnover, backtest period (backtest)

55.59

—

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

62.67

—

Daily win rate, backtest period (backtest)

50.64%

—

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

58.91%

—

Backtest

Backtest final value (from $10,000)

$109.3B

—

Backtest regulatory fees

$240.0M

—

Backtest slippage cost

$2.3B

—

Returns

Backtest length

3,649

—

Out-of-sample length

567

—

Return, backtest period (annualized) (backtest)

206.16%

—

Return, backtest period (cumulative) (backtest)

1092798k%

—

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

66.90%

3.62%

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

217.25%

2.81%

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

0.02%

—

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

10.54%

0.34%

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

0.07%

—

Return, trailing 1 year (backtest)

36.14%

—

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

36.11%

86.44%

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

0.15%

—

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

18.19%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.21

—

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

1.69

331.36

Maximum drawdown, backtest period (backtest)

-39.57%

—

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

-39.57%

-0.01%

Sharpe ratio, backtest period (backtest)

2.23

—

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

1.14

18.06

Sortino ratio, backtest period (backtest)

4.68

—

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

1.93

—

Standard deviation, backtest period (backtest)

57.00%

—

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

60.31%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

101

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

179

—

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