Side-by-side comparison

Compare investment strategies

Trend Playbook with UVXY Hedge and Inverse Nasdaq Downtrend 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)

commodities, daily rebalance, inverse etfs, leveraged etfs, long/short, managed futures, momentum/trend, regime switch, 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)

0.43

—

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

1.91

—

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

0.45

—

Trading activity

Annualized turnover, backtest period (backtest)

77.94

—

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

78.10

—

Daily win rate, backtest period (backtest)

57.44%

—

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

56.75%

—

Backtest

Backtest final value (from $10,000)

$21.5M

—

Backtest regulatory fees

$46k

—

Backtest slippage cost

$418k

—

Returns

Backtest length

1,459

—

Out-of-sample length

326

—

Return, backtest period (annualized) (backtest)

276.11%

—

Return, backtest period (cumulative) (backtest)

215k%

—

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

99.96%

3.62%

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

145.75%

2.81%

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

-0.05%

—

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

1.52%

0.34%

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

-5.83%

—

Return, trailing 1 year (backtest)

120.17%

—

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

120.10%

86.44%

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

-1.14%

—

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

22.31%

0.95%

SPY annualized return over the backtest window (backtest)

15.29%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.85

—

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

2.84

331.36

Maximum drawdown, backtest period (backtest)

-35.17%

—

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

-35.17%

-0.01%

Sharpe ratio, backtest period (backtest)

2.58

—

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

1.61

18.06

Sortino ratio, backtest period (backtest)

4.47

—

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

2.34

—

Standard deviation, backtest period (backtest)

57.84%

—

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

51.64%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.46

—

Construction

Logic complexity (node count)

412

—

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