Side-by-side comparison

Compare investment strategies

TQQQ RSI Strategy: 3x Tech Funds with Cash After Drops vs D-Fence Trend Switch: SPY or T-Bills with Hedges

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, high risk, leveraged etfs, momentum (rsi), tactical rotation, tech/nasdaq, trend filter, us mega-cap tech, volatility

bonds, defensive, inverse-hedge, managed futures, risk-on/off, t-bills, tactical, trend-following

Asset classes / instruments

equities

Market-relative

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

0.04

—

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

1.48

—

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

0.58

—

Trading activity

Annualized turnover, backtest period (backtest)

43.32

—

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

50.69

—

Daily win rate, backtest period (backtest)

49.77%

—

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

76.68%

—

Backtest

Backtest final value (from $10,000)

$15.8M

—

Backtest regulatory fees

$51k

—

Backtest slippage cost

$460k

—

Returns

Backtest length

3,775

—

Out-of-sample length

686

—

Return, backtest period (annualized) (backtest)

63.49%

—

Return, backtest period (cumulative) (backtest)

158k%

—

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

30.22%

40.01%

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

105.41%

2.98%

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

0.04%

—

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

2.79%

2.98%

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

0.09%

—

Return, trailing 1 year (backtest)

0.50%

—

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

0.48%

0.00%

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

0.18%

—

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

13.18%

2.82%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.03

—

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

1.17

28.47

Maximum drawdown, backtest period (backtest)

-31.35%

—

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

-25.78%

-1.41%

Sharpe ratio, backtest period (backtest)

1.43

—

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

0.85

3.57

Sortino ratio, backtest period (backtest)

2.98

—

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

1.53

—

Standard deviation, backtest period (backtest)

39.44%

—

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

40.15%

10.03%

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