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Compare investment strategies

Unleveraged QQQ/SPMO Trend with Low-Vol Defense vs Rising Rates Volatility Switch Risk-Parity Mix

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)

defensive rotation, momentum, nasdaq tilt, no leverage, risk management, rsi signals, tactical asset allocation, trend following

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)

0.10

—

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

0.92

—

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

0.80

—

Trading activity

Annualized turnover, backtest period (backtest)

33.46

—

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

30.59

—

Daily win rate, backtest period (backtest)

57.15%

—

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

57.00%

—

Backtest

Backtest final value (from $10,000)

$174k

—

Backtest regulatory fees

$472

—

Backtest slippage cost

$4,102

—

Returns

Backtest length

2,770

—

Out-of-sample length

393

—

Return, backtest period (annualized) (backtest)

29.69%

—

Return, backtest period (cumulative) (backtest)

1644%

—

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

37.26%

3.62%

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

62.84%

2.81%

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

-2.40%

—

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

2.84%

0.34%

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

-4.14%

—

Return, trailing 1 year (backtest)

10.41%

—

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

16.43%

6.30%

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

-5.97%

—

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

1.19%

0.95%

SPY annualized return over the backtest window (backtest)

14.77%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.02

—

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

3.50

331.36

Maximum drawdown, backtest period (backtest)

-14.70%

—

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

-10.66%

-0.01%

Sharpe ratio, backtest period (backtest)

1.57

—

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

1.73

18.06

Sortino ratio, backtest period (backtest)

2.41

—

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

2.50

—

Standard deviation, backtest period (backtest)

17.57%

—

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

19.43%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.74

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

1.00%

5.00%

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