Side-by-side comparison

Compare investment strategies

TQQQ Trend Bull Variant with VXX and Less Leverage 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)

inverse etfs, leveraged etfs, momentum, multi-asset, risk-on/risk-off, sector signals, tactical allocation, trend-following, volatility hedging

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)

0.21

—

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

2.13

—

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

0.78

—

Trading activity

Annualized turnover, backtest period (backtest)

37.96

—

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

37.68

—

Daily win rate, backtest period (backtest)

57.64%

—

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

54.99%

—

Backtest

Backtest final value (from $10,000)

$34.7M

—

Backtest regulatory fees

$50k

—

Backtest slippage cost

$464k

—

Returns

Backtest length

2,193

—

Out-of-sample length

531

—

Return, backtest period (annualized) (backtest)

155.04%

—

Return, backtest period (cumulative) (backtest)

347k%

—

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

64.30%

3.62%

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

185.26%

2.81%

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

0.94%

—

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

9.59%

0.34%

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

0.26%

—

Return, trailing 1 year (backtest)

48.02%

—

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

48.01%

86.44%

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

1.54%

—

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

9.30%

0.95%

SPY annualized return over the backtest window (backtest)

14.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.89

—

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

1.61

331.36

Maximum drawdown, backtest period (backtest)

-39.86%

—

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

-39.86%

-0.01%

Sharpe ratio, backtest period (backtest)

2.27

—

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

1.33

18.06

Sortino ratio, backtest period (backtest)

4.01

—

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

2.28

—

Standard deviation, backtest period (backtest)

45.85%

—

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

44.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

110

—

Rebalance corridor width

10.00%

9.00%

Rebalance frequency

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