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15/15 BB and Pops: Leveraged Tech Fades and Dip Buys 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)

cash/treasuries, leveraged etfs, mean reversion, momentum, regime switching, risk-on/risk-off, tactical trading, tech/semiconductors, 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)

0.40

—

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

0.35

—

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

0.08

—

Trading activity

Annualized turnover, backtest period (backtest)

77.76

—

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

80.12

—

Daily win rate, backtest period (backtest)

52.32%

—

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

63.84%

—

Backtest

Backtest final value (from $10,000)

$6.7B

—

Backtest regulatory fees

$41.7M

—

Backtest slippage cost

$403.5M

—

Returns

Backtest length

3,649

—

Out-of-sample length

802

—

Return, backtest period (annualized) (backtest)

152.58%

—

Return, backtest period (cumulative) (backtest)

67352k%

—

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

29.18%

3.62%

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

126.09%

2.81%

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

0.02%

—

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

0.96%

0.34%

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

0.07%

—

Return, trailing 1 year (backtest)

-31.56%

—

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

-31.58%

86.44%

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

0.15%

—

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

3.05%

0.95%

SPY annualized return over the backtest window (backtest)

14.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.21

—

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

0.43

331.36

Maximum drawdown, backtest period (backtest)

-68.98%

—

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

-67.72%

-0.01%

Sharpe ratio, backtest period (backtest)

1.77

—

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

0.72

18.06

Sortino ratio, backtest period (backtest)

2.94

—

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

1.07

—

Standard deviation, backtest period (backtest)

63.80%

—

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

64.85%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

1,056

—

Rebalance corridor width

1.00%

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