Side-by-side comparison

Compare investment strategies

TQQQ Trend Timing with SQQQ/UVXY and Dividend Parking 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, risk-on/risk-off, tactical market timing, tech-heavy, trend and mean-reversion, 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)

0.11

—

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

3.38

—

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

0.82

—

Trading activity

Annualized turnover, backtest period (backtest)

23.94

—

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

15.87

—

Daily win rate, backtest period (backtest)

57.21%

—

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

56.57%

—

Backtest

Backtest final value (from $10,000)

$151.9B

—

Backtest regulatory fees

$107.8M

—

Backtest slippage cost

$937.7M

—

Returns

Backtest length

3,753

—

Out-of-sample length

921

—

Return, backtest period (annualized) (backtest)

203.45%

—

Return, backtest period (cumulative) (backtest)

1519347k%

—

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

79.25%

3.62%

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

745.94%

2.81%

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

1.12%

—

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

13.66%

0.34%

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

-0.63%

—

Return, trailing 1 year (backtest)

30.18%

—

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

30.08%

86.44%

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

1.51%

—

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

3.98%

0.95%

SPY annualized return over the backtest window (backtest)

14.99%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.01

—

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

1.56

331.36

Maximum drawdown, backtest period (backtest)

-50.70%

—

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

-50.71%

-0.01%

Sharpe ratio, backtest period (backtest)

1.99

—

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

1.26

18.06

Sortino ratio, backtest period (backtest)

3.47

—

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

1.92

—

Standard deviation, backtest period (backtest)

66.54%

—

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

60.72%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.85

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

25.00%

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