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Compare investment strategies

Wooden ARKK Bond-vs-Stock Contrarian 3x Rotation 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, mean reversion, regime switching, tactical etf rotation

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)

0.66

—

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

1.01

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

133.49

—

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

130.49

—

Daily win rate, backtest period (backtest)

53.15%

—

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

52.13%

—

Backtest

Backtest final value (from $10,000)

$2.8M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$94k

—

Returns

Backtest length

1,110

—

Out-of-sample length

869

—

Return, backtest period (annualized) (backtest)

259.33%

—

Return, backtest period (cumulative) (backtest)

28k%

—

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

102.61%

147.30%

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

1045%

8.62%

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

3.06%

—

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

3.57%

8.61%

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

6.53%

—

Return, trailing 1 year (backtest)

116.80%

—

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

116.74%

0.00%

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

6.58%

—

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

14.11%

0.00%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.07

—

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

2.40

173.27

Maximum drawdown, backtest period (backtest)

-42.73%

—

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

-42.73%

-0.85%

Sharpe ratio, backtest period (backtest)

2.33

—

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

1.52

6.68

Sortino ratio, backtest period (backtest)

4.00

—

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

2.38

—

Standard deviation, backtest period (backtest)

63.67%

—

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

57.21%

14.34%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance frequency

daily

Popularity

Remixes (copies)

416

—

Watchers

163

—

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