Side-by-side comparison

Compare investment strategies

Wooden ARKK Merged, MIM, Small Bitcoin Sleeve 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)

ark/crypto sleeve, bond & volatility signals, leveraged etfs, momentum/mean-reversion, risk-on/risk-off, tactical daily, tech/semis focus

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)

0.42

—

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

1.37

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

138.87

—

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

134.22

—

Daily win rate, backtest period (backtest)

57.66%

—

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

53.96%

—

Backtest

Backtest final value (from $10,000)

$2.6M

—

Backtest regulatory fees

$16k

—

Backtest slippage cost

$125k

—

Returns

Backtest length

1,077

—

Out-of-sample length

897

—

Return, backtest period (annualized) (backtest)

268.33%

—

Return, backtest period (cumulative) (backtest)

26k%

—

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

77.13%

3.62%

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

666.97%

2.81%

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

0.69%

—

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

-0.17%

0.34%

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

0.43%

—

Return, trailing 1 year (backtest)

30.46%

—

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

30.44%

86.44%

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

0.45%

—

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

30.67%

0.95%

SPY annualized return over the backtest window (backtest)

19.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.23

—

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

1.79

331.36

Maximum drawdown, backtest period (backtest)

-43.06%

—

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

-43.06%

-0.01%

Sharpe ratio, backtest period (backtest)

2.61

—

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

1.31

18.06

Sortino ratio, backtest period (backtest)

4.86

—

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

2.24

—

Standard deviation, backtest period (backtest)

55.84%

—

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

54.61%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.51

—

Construction

Logic complexity (node count)

1,735

—

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