Side-by-side comparison

Compare investment strategies

TQQQ Trend Core, Simple Toggle, Sideways Filter 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)

leveraged etfs, momentum, risk-on/risk-off, tactical allocation, tech-heavy, trend-following, volatility hedge

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)

0.16

—

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

2.69

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

39.00

—

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

37.93

—

Daily win rate, backtest period (backtest)

57.32%

—

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

55.53%

—

Backtest

Backtest final value (from $10,000)

$4.1B

—

Backtest regulatory fees

$6.0M

—

Backtest slippage cost

$58.2M

—

Returns

Backtest length

3,711

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

140.49%

—

Return, backtest period (cumulative) (backtest)

41067k%

—

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

76.28%

3.62%

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

800.65%

2.81%

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

1.31%

—

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

16.08%

0.34%

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

1.51%

—

Return, trailing 1 year (backtest)

47.90%

—

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

47.88%

86.44%

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

3.31%

—

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

8.62%

0.95%

SPY annualized return over the backtest window (backtest)

15.01%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.75

—

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

1.50

331.36

Maximum drawdown, backtest period (backtest)

-51.00%

—

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

-51.00%

-0.01%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.36

18.06

Sortino ratio, backtest period (backtest)

3.21

—

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

2.10

—

Standard deviation, backtest period (backtest)

52.39%

—

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

51.34%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.94

—

Construction

Logic complexity (node count)

160

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

169

—

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