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Compare investment strategies

Volatility-Triggered HFEA with 3x Stocks and Bonds 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)

cash, commodities, dollar, gold, leveraged etfs, momentum rotation, multi-asset, risk-on/risk-off, treasuries, us equities, volatility trigger

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)

-0.03

—

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

1.40

—

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

0.79

—

Trading activity

Annualized turnover, backtest period (backtest)

14.83

—

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

14.61

—

Daily win rate, backtest period (backtest)

55.89%

—

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

54.16%

—

Backtest

Backtest final value (from $10,000)

$465k

—

Backtest regulatory fees

$753

—

Backtest slippage cost

$5,279

—

Returns

Backtest length

4,190

—

Out-of-sample length

842

—

Return, backtest period (annualized) (backtest)

25.97%

—

Return, backtest period (cumulative) (backtest)

4548%

—

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

25.65%

3.62%

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

114.65%

2.81%

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

1.11%

—

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

1.94%

0.34%

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

1.81%

—

Return, trailing 1 year (backtest)

13.91%

—

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

13.91%

86.44%

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

0.08%

—

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

-2.29%

0.95%

SPY annualized return over the backtest window (backtest)

14.62%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.97

—

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

0.98

331.36

Maximum drawdown, backtest period (backtest)

-26.78%

—

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

-26.12%

-0.01%

Sharpe ratio, backtest period (backtest)

1.17

—

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

1.00

18.06

Sortino ratio, backtest period (backtest)

1.68

—

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

1.47

—

Standard deviation, backtest period (backtest)

21.73%

—

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

26.50%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

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