Side-by-side comparison

Compare investment strategies

TQQQ Switcher with Inverse, VIX and Bond Defense 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)

leveraged etf rotation, mean reversion, risk-on/risk-off, tactical allocation, 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)

0.04

—

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

1.86

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

48.61

—

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

54.58

—

Daily win rate, backtest period (backtest)

55.31%

—

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

53.96%

—

Backtest

Backtest final value (from $10,000)

$676.0M

—

Backtest regulatory fees

$1.9M

—

Backtest slippage cost

$18.1M

—

Returns

Backtest length

3,755

—

Out-of-sample length

656

—

Return, backtest period (annualized) (backtest)

110.89%

—

Return, backtest period (cumulative) (backtest)

6760k%

—

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

30.04%

261.52%

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

98.36%

6.85%

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

0.00%

—

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

8.21%

1.95%

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

-0.89%

—

Return, trailing 1 year (backtest)

12.13%

—

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

12.11%

0.00%

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

-1.54%

—

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

21.10%

6.14%

SPY annualized return over the backtest window (backtest)

15.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.15

—

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

0.94

376.45

Maximum drawdown, backtest period (backtest)

-35.19%

—

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

-31.99%

-0.69%

Sharpe ratio, backtest period (backtest)

1.89

—

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

0.76

7.79

Sortino ratio, backtest period (backtest)

3.29

—

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

1.22

—

Standard deviation, backtest period (backtest)

44.59%

—

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

51.55%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.76

—

Construction

Logic complexity (node count)

153

—

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