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Compare investment strategies

Vol-y Wolly: 3x Nasdaq or Defensive 5-ETF Mix 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)

defensive rotation, leveraged etfs, momentum filter, regime-switching, tactical allocation, vix/volatility etfs, volatility-aware

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)

0.00

—

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

1.24

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

17.85

—

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

19.48

—

Daily win rate, backtest period (backtest)

57.30%

—

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

57.29%

—

Backtest

Backtest final value (from $10,000)

$589k

—

Backtest regulatory fees

$1,316

—

Backtest slippage cost

$9,356

—

Returns

Backtest length

3,775

—

Out-of-sample length

864

—

Return, backtest period (annualized) (backtest)

31.27%

—

Return, backtest period (cumulative) (backtest)

5794%

—

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

25.66%

3.62%

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

119.05%

2.81%

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

0.42%

—

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

0.11%

0.34%

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

0.36%

—

Return, trailing 1 year (backtest)

6.87%

—

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

6.87%

86.44%

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

0.23%

—

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

1.62%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.50

—

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

0.93

331.36

Maximum drawdown, backtest period (backtest)

-62.30%

—

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

-27.58%

-0.01%

Sharpe ratio, backtest period (backtest)

1.08

—

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

1.01

18.06

Sortino ratio, backtest period (backtest)

1.49

—

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

1.58

—

Standard deviation, backtest period (backtest)

29.42%

—

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

26.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.66

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

2.00%

9.00%

Rebalance frequency

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