Side-by-side comparison

Compare investment strategies

VOO Core with TLT Shift and UVXY Pullback Bet 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)

crash hedge, momentum (rsi), regime switching, tactical etf rotation, volatility filter

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)

0.04

—

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

0.92

—

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

0.84

—

Trading activity

Annualized turnover, backtest period (backtest)

6.81

—

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

7.05

—

Daily win rate, backtest period (backtest)

55.23%

—

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

56.99%

—

Backtest

Backtest final value (from $10,000)

$1.5M

—

Backtest regulatory fees

$940

—

Backtest slippage cost

$8,554

—

Returns

Backtest length

3,775

—

Out-of-sample length

858

—

Return, backtest period (annualized) (backtest)

39.94%

—

Return, backtest period (cumulative) (backtest)

15k%

—

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

24.51%

3.62%

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

111.09%

2.81%

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

0.61%

—

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

2.36%

0.34%

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

1.14%

—

Return, trailing 1 year (backtest)

14.13%

—

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

14.13%

86.44%

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

0.93%

—

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

3.87%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.03

—

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

1.31

331.36

Maximum drawdown, backtest period (backtest)

-19.65%

—

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

-18.69%

-0.01%

Sharpe ratio, backtest period (backtest)

1.40

—

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

1.44

18.06

Sortino ratio, backtest period (backtest)

3.06

—

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

2.22

—

Standard deviation, backtest period (backtest)

26.16%

—

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

16.12%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

99.00%

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