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Compare investment strategies

Wooden ARKK Bond-vs-Stock Laggard Rebound (5%) 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)

daily rebalancing, inverse etfs, leveraged etfs, mean reversion, momentum comparison, risk-on/risk-off, rsi signal, single-position, tactical allocation

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)

0.59

—

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

1.00

—

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

0.26

—

Trading activity

Annualized turnover, backtest period (backtest)

133.90

—

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

130.68

—

Daily win rate, backtest period (backtest)

53.33%

—

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

52.05%

—

Backtest

Backtest final value (from $10,000)

$3.0M

—

Backtest regulatory fees

$12k

—

Backtest slippage cost

$98k

—

Returns

Backtest length

1,110

—

Out-of-sample length

853

—

Return, backtest period (annualized) (backtest)

263.38%

—

Return, backtest period (cumulative) (backtest)

29k%

—

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

89.85%

3.62%

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

777.94%

2.81%

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

3.36%

—

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

4.91%

0.34%

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

6.84%

—

Return, trailing 1 year (backtest)

117.22%

—

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

117.16%

86.44%

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

6.89%

—

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

14.91%

0.95%

SPY annualized return over the backtest window (backtest)

17.16%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.25

—

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

2.13

331.36

Maximum drawdown, backtest period (backtest)

-42.11%

—

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

-42.11%

-0.01%

Sharpe ratio, backtest period (backtest)

2.35

—

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

1.42

18.06

Sortino ratio, backtest period (backtest)

4.05

—

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

2.20

—

Standard deviation, backtest period (backtest)

63.45%

—

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

56.45%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

—

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