Side-by-side comparison

Compare investment strategies

Trend Rotation with EM, Energy and Managed Futures 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)

bonds, commodities, em, leveraged etfs, managed futures, multi-strategy, sector rotation, tactical allocation, trend/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)

0.41

—

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

0.08

—

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

0.05

—

Trading activity

Annualized turnover, backtest period (backtest)

39.20

—

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

36.40

—

Daily win rate, backtest period (backtest)

60.30%

—

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

54.90%

—

Backtest

Backtest final value (from $10,000)

$188k

—

Backtest regulatory fees

$366

—

Backtest slippage cost

$2,765

—

Returns

Backtest length

1,126

—

Out-of-sample length

337

—

Return, backtest period (annualized) (backtest)

92.62%

—

Return, backtest period (cumulative) (backtest)

1776%

—

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

49.83%

3.62%

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

72.00%

2.81%

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

0.61%

—

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

1.62%

0.34%

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

0.16%

—

Return, trailing 1 year (backtest)

46.75%

—

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

46.75%

86.44%

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

0.85%

—

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

12.26%

0.95%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.63

—

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

3.03

331.36

Maximum drawdown, backtest period (backtest)

-16.46%

—

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

-16.46%

-0.01%

Sharpe ratio, backtest period (backtest)

3.42

—

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

2.19

18.06

Sortino ratio, backtest period (backtest)

6.94

—

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

3.91

—

Standard deviation, backtest period (backtest)

19.75%

—

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

19.41%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.12

—

Construction

Logic complexity (node count)

1,764

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

316

—

Watchers

101

—

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