Side-by-side comparison

Compare investment strategies

Yesterday's Top Winner Among Mega-Caps and S&P ETFs 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 rebalance, high risk, high turnover, leveraged etf, mega-cap growth, momentum, s&p 500, single-winner

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)

0.02

—

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

1.54

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

0.00

—

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

0.00

—

Daily win rate, backtest period (backtest)

56.00%

—

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

54.22%

—

Backtest

Backtest final value (from $10,000)

$1.2M

—

Backtest regulatory fees

$244

—

Backtest slippage cost

$1,208

—

Returns

Backtest length

4,100

—

Out-of-sample length

415

—

Return, backtest period (annualized) (backtest)

33.99%

—

Return, backtest period (cumulative) (backtest)

12k%

—

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

30.68%

3.62%

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

54.55%

2.81%

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

-1.74%

—

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

5.23%

0.34%

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

-1.86%

—

Return, trailing 1 year (backtest)

19.96%

—

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

22.45%

86.44%

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

-1.08%

—

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

9.09%

0.95%

SPY annualized return over the backtest window (backtest)

15.12%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.75

—

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

1.21

331.36

Maximum drawdown, backtest period (backtest)

-45.26%

—

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

-25.34%

-0.01%

Sharpe ratio, backtest period (backtest)

1.21

—

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

1.09

18.06

Sortino ratio, backtest period (backtest)

1.75

—

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

1.58

—

Standard deviation, backtest period (backtest)

27.35%

—

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

28.18%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.13

—

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