Side-by-side comparison

Compare investment strategies

TQQQ with Bond Trend, Drawdown and VIX Filters vs Rising Rates Volatility Switch Risk-Parity Mix

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target: Equities

—

Hedge / defensive overlay

—

Leverage use

—

Rebalance schedule

—

Trading signal: Drawdown / loss from peak

—

Trading signal: Interest rates / yield curve

—

Trading signal: Volatility regime (VIX)

—

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, leveraged tech, rate regime, risk-on/off, safe-haven mix, volatility filter

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.19

—

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

1.59

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

31.22

—

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

44.08

—

Daily win rate, backtest period (backtest)

56.02%

—

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

54.86%

—

Backtest

Backtest final value (from $10,000)

$5.9M

—

Backtest regulatory fees

$21k

—

Backtest slippage cost

$169k

—

Returns

Backtest length

3,770

—

Out-of-sample length

1,132

—

Return, backtest period (annualized) (backtest)

53.25%

—

Return, backtest period (cumulative) (backtest)

59k%

—

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

40.79%

3.62%

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

365.60%

2.81%

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

0.81%

—

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

4.77%

0.34%

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

-0.19%

—

Return, trailing 1 year (backtest)

9.42%

—

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

9.41%

6.30%

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

0.90%

—

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

-6.71%

0.95%

SPY annualized return over the backtest window (backtest)

15.33%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.90

—

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

0.69

331.36

Maximum drawdown, backtest period (backtest)

-59.32%

—

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

-59.32%

-0.01%

Sharpe ratio, backtest period (backtest)

1.22

—

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

1.05

18.06

Sortino ratio, backtest period (backtest)

1.76

—

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

1.52

—

Standard deviation, backtest period (backtest)

42.50%

—

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

40.60%

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)

—

Rebalance corridor width

—

5.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

1,303

—

Watchers

811

—

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