Side-by-side comparison

Compare investment strategies

TQQQ Oversold RSI Dip Buy into TECL or T-Bills vs Bond and Defensive Signals Gate for TQQQ

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)

daily rebalance, leveraged etfs, mean‑reversion, risk‑on/off, rsi, tactical, technology, treasuries

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

Asset classes / instruments

equities

Market-relative

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

0.17

—

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

1.12

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

11.33

—

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

11.02

—

Daily win rate, backtest period (backtest)

49.88%

—

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

85.86%

—

Backtest

Backtest final value (from $10,000)

$809k

—

Backtest regulatory fees

$746

—

Backtest slippage cost

$5,400

—

Returns

Backtest length

4,180

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

30.31%

—

Return, backtest period (cumulative) (backtest)

7988%

—

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

41.86%

207.42%

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

159.41%

17.40%

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

0.04%

—

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

0.30%

17.20%

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

0.09%

—

Return, trailing 1 year (backtest)

49.92%

—

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

49.92%

0.00%

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

0.18%

—

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

17.21%

0.00%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.28

—

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

1.78

43.28

Maximum drawdown, backtest period (backtest)

-23.75%

—

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

-23.50%

-4.79%

Sharpe ratio, backtest period (backtest)

1.13

—

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

1.18

3.80

Sortino ratio, backtest period (backtest)

2.65

—

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

2.76

—

Standard deviation, backtest period (backtest)

26.35%

—

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

34.01%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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