Side-by-side comparison

Compare investment strategies

UPRO/TQQQ Oversold Pick with Volatility-Scaled SHY 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)

leveraged etfs, mean reversion (rsi), risk-on/risk-off, tactical asset allocation, treasuries, us equities, volatility filter

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)

-0.05

—

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

1.90

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

35.10

—

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

33.42

—

Daily win rate, backtest period (backtest)

52.00%

—

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

55.05%

—

Backtest

Backtest final value (from $10,000)

$3.2M

—

Backtest regulatory fees

$9,743

—

Backtest slippage cost

$73k

—

Returns

Backtest length

4,169

—

Out-of-sample length

921

—

Return, backtest period (annualized) (backtest)

41.70%

—

Return, backtest period (cumulative) (backtest)

32k%

—

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

29.15%

3.62%

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

154.92%

2.81%

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

0.05%

—

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

-1.82%

0.34%

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

0.19%

—

Return, trailing 1 year (backtest)

-0.40%

—

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

-0.40%

86.44%

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

0.29%

—

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

-8.00%

0.95%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.96

—

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

0.67

331.36

Maximum drawdown, backtest period (backtest)

-43.59%

—

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

-43.59%

-0.01%

Sharpe ratio, backtest period (backtest)

1.28

—

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

0.87

18.06

Sortino ratio, backtest period (backtest)

1.89

—

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

1.24

—

Standard deviation, backtest period (backtest)

30.98%

—

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

37.71%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

5.00%

9.00%

Rebalance frequency

none

Popularity

Remixes (copies)

145

—

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