Side-by-side comparison

Compare investment strategies

TQQQ Switcher with SQQQ Dash and SOXS Semis Fade vs 50/50 Hedged Rotation and TQQQ Dip-Buy

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)

daily rebalance, hedged, high risk, leveraged etfs, tech/semis focus, trend + mean reversion

leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.18

—

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

1.99

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

50.06

—

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

52.44

—

Daily win rate, backtest period (backtest)

56.30%

—

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

55.23%

—

Backtest

Backtest final value (from $10,000)

$2.8B

—

Backtest regulatory fees

$7.3M

—

Backtest slippage cost

$70.1M

—

Returns

Backtest length

3,199

—

Out-of-sample length

793

—

Return, backtest period (annualized) (backtest)

168.37%

—

Return, backtest period (cumulative) (backtest)

27815k%

—

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

51.23%

3.62%

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

268.11%

2.81%

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

-0.50%

—

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

7.10%

0.34%

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

-1.80%

—

Return, trailing 1 year (backtest)

5.46%

—

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

5.44%

86.44%

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

-0.81%

—

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

23.35%

0.95%

SPY annualized return over the backtest window (backtest)

13.92%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.80

—

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

1.15

331.36

Maximum drawdown, backtest period (backtest)

-44.36%

—

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

-44.36%

-0.01%

Sharpe ratio, backtest period (backtest)

2.16

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

4.02

—

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

1.58

—

Standard deviation, backtest period (backtest)

51.80%

—

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

58.59%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.48

—

Construction

Logic complexity (node count)

370

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

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