Side-by-side comparison

Compare investment strategies

UPRO/TQQQ 200-Day Trend with RSI, No VIX Funds vs Oil, Gas, Semis and Treasuries Short-Term Pair Rotation

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)

daily rebalancing, leveraged etfs, multi-asset (equities/bonds/gold), risk-on/risk-off, tactical rotation, trend-following + mean reversion, volatility hedging

commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps

Asset classes / instruments

equities

Market-relative

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

0.16

—

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

1.37

—

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

0.51

—

Trading activity

Annualized turnover, backtest period (backtest)

53.95

—

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

47.84

—

Daily win rate, backtest period (backtest)

54.21%

—

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

58.59%

—

Backtest

Backtest final value (from $10,000)

$17.6B

—

Backtest regulatory fees

$38.7M

—

Backtest slippage cost

$373.5M

—

Returns

Backtest length

3,761

—

Out-of-sample length

640

—

Return, backtest period (annualized) (backtest)

162.07%

—

Return, backtest period (cumulative) (backtest)

176367k%

—

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

37.67%

261.52%

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

125.51%

6.85%

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

0.04%

—

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

-1.27%

1.95%

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

-0.40%

—

Return, trailing 1 year (backtest)

23.72%

—

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

23.70%

0.00%

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

-1.95%

—

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

1.20%

6.14%

SPY annualized return over the backtest window (backtest)

15.00%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.70

—

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

0.86

376.45

Maximum drawdown, backtest period (backtest)

-43.82%

—

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

-43.83%

-0.69%

Sharpe ratio, backtest period (backtest)

2.49

—

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

0.95

7.79

Sortino ratio, backtest period (backtest)

5.54

—

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

1.68

—

Standard deviation, backtest period (backtest)

42.14%

—

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

42.42%

18.11%

Quality

Community review status

ACTIVE

—

Holdings

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

0.64

—

Construction

Logic complexity (node count)

100

—

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