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3x Tech/Semis Trend and Dip-Buy with Defensive Rotation 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 rebalancing, inverse/volatility hedges, leveraged tech etfs, momentum & mean‑reversion, tactical rotation

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)

0.24

—

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

1.59

—

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

0.57

—

Trading activity

Annualized turnover, backtest period (backtest)

42.78

—

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

42.52

—

Daily win rate, backtest period (backtest)

59.98%

—

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

55.04%

—

Backtest

Backtest final value (from $10,000)

$2.0M

—

Backtest regulatory fees

$2,945

—

Backtest slippage cost

$24k

—

Returns

Backtest length

1,132

—

Out-of-sample length

258

—

Return, backtest period (annualized) (backtest)

223.79%

—

Return, backtest period (cumulative) (backtest)

20k%

—

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

53.98%

3.62%

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

54.24%

2.81%

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

-0.49%

—

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

-0.02%

0.34%

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

0.73%

—

Return, trailing 1 year (backtest)

58.50%

—

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

55.16%

86.44%

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

-3.40%

—

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

11.81%

0.95%

SPY annualized return over the backtest window (backtest)

14.48%

—

Risk metrics

Calmar ratio, backtest period (backtest)

12.20

—

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

3.36

331.36

Maximum drawdown, backtest period (backtest)

-18.35%

—

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

-16.07%

-0.01%

Sharpe ratio, backtest period (backtest)

3.22

—

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

1.37

18.06

Sortino ratio, backtest period (backtest)

6.46

—

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

2.13

—

Standard deviation, backtest period (backtest)

38.81%

—

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

36.26%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.24

—

Construction

Logic complexity (node count)

594

—

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