Side-by-side comparison

Compare investment strategies

UPRO RSI-2 Dip Buying with SDS Short and Bond/Gold Mix vs AutoSignals TQQQ vs SH Trend Switch

Every published figureShow 42 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, gold, inverse hedge, leveraged s&p 500, mean reversion, tactical allocation, trend-following

daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following

Asset classes / instruments

equities

Market-relative

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

-0.01

—

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

2.22

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

18.72

—

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

14.99

—

Daily win rate, backtest period (backtest)

54.27%

—

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

53.15%

—

Backtest

Backtest final value (from $10,000)

$2.9M

—

Backtest regulatory fees

$3,032

—

Backtest slippage cost

$25k

—

Returns

Backtest length

4,150

—

Out-of-sample length

508

—

Return, backtest period (annualized) (backtest)

40.99%

—

Return, backtest period (cumulative) (backtest)

29k%

—

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

33.77%

147.30%

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

79.97%

8.62%

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

1.69%

—

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

5.98%

8.61%

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

3.21%

—

Return, trailing 1 year (backtest)

29.46%

—

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

29.46%

0.00%

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

2.31%

—

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

8.04%

0.00%

SPY annualized return over the backtest window (backtest)

14.03%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.88

—

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

1.09

173.27

Maximum drawdown, backtest period (backtest)

-46.52%

—

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

-31.02%

-0.85%

Sharpe ratio, backtest period (backtest)

1.06

—

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

0.90

6.68

Sortino ratio, backtest period (backtest)

1.57

—

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

1.38

—

Standard deviation, backtest period (backtest)

39.98%

—

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

42.22%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.93

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

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