Side-by-side comparison

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Vanguard Growth ETFs Frontrunner with UVXY and Inverse 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)

daily rebalance, leveraged etfs, long/short, rsi signals, tactical allocation, trend-following, volatility hedge

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)

0.16

—

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

1.27

—

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

0.50

—

Trading activity

Annualized turnover, backtest period (backtest)

78.71

—

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

79.27

—

Daily win rate, backtest period (backtest)

56.34%

—

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

50.98%

—

Backtest

Backtest final value (from $10,000)

$130.6M

—

Backtest regulatory fees

$466k

—

Backtest slippage cost

$4.4M

—

Returns

Backtest length

2,002

—

Out-of-sample length

457

—

Return, backtest period (annualized) (backtest)

229.47%

—

Return, backtest period (cumulative) (backtest)

1306k%

—

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

32.83%

147.30%

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

67.52%

8.62%

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

0.67%

—

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

3.83%

8.61%

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

0.47%

—

Return, trailing 1 year (backtest)

15.13%

—

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

15.11%

0.00%

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

1.07%

—

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

11.23%

0.00%

SPY annualized return over the backtest window (backtest)

15.65%

—

Risk metrics

Calmar ratio, backtest period (backtest)

7.81

—

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

1.36

173.27

Maximum drawdown, backtest period (backtest)

-29.37%

—

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

-24.20%

-0.85%

Sharpe ratio, backtest period (backtest)

2.47

—

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

0.86

6.68

Sortino ratio, backtest period (backtest)

5.66

—

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

1.60

—

Standard deviation, backtest period (backtest)

53.71%

—

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

43.01%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

0.44

—

Construction

Logic complexity (node count)

196

—

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