Side-by-side comparison

Compare investment strategies

Vamsi Combo 3x Tech with Metals, EM 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)

emerging markets timing, leveraged etfs, managed futures, metals rotation, tactical, tech momentum/contrarian, volatility timing

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)

0.42

—

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

0.81

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

58.44

—

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

60.62

—

Daily win rate, backtest period (backtest)

59.10%

—

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

50.98%

—

Backtest

Backtest final value (from $10,000)

$1.3M

—

Backtest regulatory fees

$2,850

—

Backtest slippage cost

$22k

—

Returns

Backtest length

1,132

—

Out-of-sample length

204

—

Return, backtest period (annualized) (backtest)

197.07%

—

Return, backtest period (cumulative) (backtest)

13k%

—

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

82.81%

3.62%

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

61.03%

2.81%

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

-2.79%

—

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

5.00%

0.34%

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

-5.30%

—

Return, trailing 1 year (backtest)

64.95%

—

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

0.00%

86.44%

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

-8.16%

—

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

32.27%

0.95%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

9.38

—

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

5.76

331.36

Maximum drawdown, backtest period (backtest)

-21.02%

—

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

-14.37%

-0.01%

Sharpe ratio, backtest period (backtest)

3.18

—

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

1.95

18.06

Sortino ratio, backtest period (backtest)

6.70

—

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

3.10

—

Standard deviation, backtest period (backtest)

36.34%

—

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

33.92%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

306

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

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