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Compare investment strategies

TQQQ or Safety Town with VIX Hedges and Safe Havens vs Rising Rates Volatility Switch Risk-Parity Mix

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/yield-curve signals, leveraged etfs, mean reversion, nasdaq-focused, safe havens, tactical, trend following, volatility hedging

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

-0.12

—

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

2.03

—

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

0.68

—

Trading activity

Annualized turnover, backtest period (backtest)

51.52

—

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

55.85

—

Daily win rate, backtest period (backtest)

54.11%

—

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

53.09%

—

Backtest

Backtest final value (from $10,000)

$49k

—

Backtest regulatory fees

$179

—

Backtest slippage cost

$1,270

—

Returns

Backtest length

948

—

Out-of-sample length

695

—

Return, backtest period (annualized) (backtest)

52.67%

—

Return, backtest period (cumulative) (backtest)

392.02%

—

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

21.21%

3.62%

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

70.09%

2.81%

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

-0.04%

—

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

10.82%

0.34%

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

0.53%

—

Return, trailing 1 year (backtest)

8.76%

—

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

8.76%

6.30%

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

0.47%

—

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

18.07%

0.95%

SPY annualized return over the backtest window (backtest)

22.80%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.19

—

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

0.48

331.36

Maximum drawdown, backtest period (backtest)

-44.09%

—

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

-44.08%

-0.01%

Sharpe ratio, backtest period (backtest)

1.19

—

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

0.64

18.06

Sortino ratio, backtest period (backtest)

1.85

—

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

0.96

—

Standard deviation, backtest period (backtest)

43.58%

—

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

46.46%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.67

—

Construction

Logic complexity (node count)

1,198

—

Rebalance corridor width

1.00%

5.00%

Rebalance frequency

none

Popularity

Remixes (copies)

293

—

Watchers

129

—

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