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3x Tech/Semis/S&P Trend with Panic Dip Buying vs 50/50 Hedged Rotation and TQQQ Dip-Buy

Every published figureShow 28 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, mean reversion, regime switching, tactical allocation, trend-following, volatility hedge

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)

0.01

—

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

2.36

—

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

0.63

—

Trading activity

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

64.51

—

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

55.46%

—

Risk metrics

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

0.67

331.36

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

-61.06%

-0.01%

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

0.88

18.06

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

1.34

—

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

57.63%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.42

—

Construction

Logic complexity (node count)

4,238

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Returns

Out-of-sample length

714

—

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

40.96%

3.62%

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

164.86%

2.81%

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

0.47%

—

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

-1.70%

0.34%

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

-3.27%

—

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

71.97%

86.44%

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

-0.15%

—

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

5.44%

0.95%

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