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200-Day MA 3x Tech/S&P Trend with Inverse Fallback 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)

leveraged etfs, long/short, risk-on/risk-off, rsi/momentum, tactical timing, tech-heavy, trend following, us equities

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)

0.17

—

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

2.68

—

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

0.71

—

Trading activity

Annualized turnover, backtest period (backtest)

14.04

—

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

11.40

—

Daily win rate, backtest period (backtest)

55.84%

—

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

55.92%

—

Backtest

Backtest final value (from $10,000)

$63.2M

—

Backtest regulatory fees

$13k

—

Backtest slippage cost

$120k

—

Returns

Backtest length

4,180

—

Out-of-sample length

1,005

—

Return, backtest period (annualized) (backtest)

69.46%

—

Return, backtest period (cumulative) (backtest)

632k%

—

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

75.74%

3.62%

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

849.53%

2.81%

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

1.60%

—

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

11.44%

0.34%

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

0.66%

—

Return, trailing 1 year (backtest)

82.31%

—

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

82.31%

86.44%

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

2.84%

—

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

11.78%

0.95%

SPY annualized return over the backtest window (backtest)

14.49%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.40

—

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

1.53

331.36

Maximum drawdown, backtest period (backtest)

-49.67%

—

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

-49.56%

-0.01%

Sharpe ratio, backtest period (backtest)

1.24

—

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

1.25

18.06

Sortino ratio, backtest period (backtest)

1.88

—

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

1.90

—

Standard deviation, backtest period (backtest)

54.43%

—

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

58.97%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.56

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

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