Side-by-side comparison

Compare investment strategies

Vol-Sized 3x Stocks/Treasuries, Dip Buys, Energy Trends 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)

buy-the-dip, commodities, energy, gold, leveraged etfs, risk-on/risk-off, tactical allocation, treasuries, trend/momentum, us dollar, volatility hedges

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)

0.02

—

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

0.66

—

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

0.76

—

Trading activity

Annualized turnover, backtest period (backtest)

24.08

—

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

22.79

—

Daily win rate, backtest period (backtest)

60.96%

—

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

56.20%

—

Backtest

Backtest final value (from $10,000)

$272k

—

Backtest regulatory fees

$651

—

Backtest slippage cost

$4,759

—

Returns

Backtest length

1,847

—

Out-of-sample length

532

—

Return, backtest period (annualized) (backtest)

56.87%

—

Return, backtest period (cumulative) (backtest)

2616%

—

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

14.28%

3.62%

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

32.21%

2.81%

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

-0.80%

—

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

1.39%

0.34%

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

-0.06%

—

Return, trailing 1 year (backtest)

9.81%

—

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

12.54%

86.44%

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

0.97%

—

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

3.64%

0.95%

SPY annualized return over the backtest window (backtest)

15.91%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.59

—

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

0.90

331.36

Maximum drawdown, backtest period (backtest)

-15.84%

—

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

-15.84%

-0.01%

Sharpe ratio, backtest period (backtest)

2.97

—

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

1.02

18.06

Sortino ratio, backtest period (backtest)

6.12

—

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

1.66

—

Standard deviation, backtest period (backtest)

15.60%

—

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

14.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.06

—

Construction

Logic complexity (node count)

3,453

—

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