Side-by-side comparison

Compare investment strategies

TQQQ or Not with SQQQ Dash and Simple UVXY Portfolio vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

Every published figureShow 42 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/dollar timing, leveraged etfs, mean reversion, risk-managed growth, tactical trend-following, volatility hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

1.31

—

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

0.53

—

Trading activity

Annualized turnover, backtest period (backtest)

49.04

—

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

50.55

—

Daily win rate, backtest period (backtest)

56.61%

—

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

53.67%

—

Backtest

Backtest final value (from $10,000)

$3.0B

—

Backtest regulatory fees

$8.0M

—

Backtest slippage cost

$76.9M

—

Returns

Backtest length

3,100

—

Out-of-sample length

859

—

Return, backtest period (annualized) (backtest)

178.50%

—

Return, backtest period (cumulative) (backtest)

29771k%

—

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

43.78%

261.52%

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

245.32%

6.85%

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

-0.07%

—

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

6.68%

1.95%

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

-0.03%

—

Return, trailing 1 year (backtest)

10.55%

—

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

10.52%

0.00%

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

-0.06%

—

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

13.54%

6.14%

SPY annualized return over the backtest window (backtest)

13.89%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.28

—

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

1.54

376.45

Maximum drawdown, backtest period (backtest)

-28.42%

—

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

-28.43%

-0.69%

Sharpe ratio, backtest period (backtest)

2.43

—

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

1.17

7.79

Sortino ratio, backtest period (backtest)

5.39

—

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

1.87

—

Standard deviation, backtest period (backtest)

46.34%

—

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

36.65%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

3,326

—

Rebalance frequency

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