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6-Month Momentum: VGT or 2x Big-Tech Hedged Mix vs Domestic Leveraged Sector Trend Rotation

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)

alternatives, crypto tilt, high yield bonds, leveraged etf, momentum, tactical allocation, technology-heavy, volatility hedge

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.08

—

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

1.73

—

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

0.87

—

Trading activity

Annualized turnover, backtest period (backtest)

3.44

—

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

—

Daily win rate, backtest period (backtest)

53.27%

—

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

55.44%

—

Backtest

Backtest final value (from $10,000)

$43k

—

Backtest regulatory fees

—

Backtest slippage cost

$35

—

Returns

Backtest length

1,087

—

Out-of-sample length

193

—

Return, backtest period (annualized) (backtest)

40.48%

—

Return, backtest period (cumulative) (backtest)

333.85%

—

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

48.32%

67.14%

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

34.19%

4.80%

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

-2.87%

—

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

5.99%

4.80%

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

-4.88%

—

Return, trailing 1 year (backtest)

21.52%

—

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

0.00%

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

-6.87%

—

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

8.85%

0.00%

SPY annualized return over the backtest window (backtest)

20.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.38

—

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

3.48

53.07

Maximum drawdown, backtest period (backtest)

-29.25%

—

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

-13.87%

-1.27%

Sharpe ratio, backtest period (backtest)

1.32

—

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

1.65

4.69

Sortino ratio, backtest period (backtest)

2.02

—

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

1.95

—

Standard deviation, backtest period (backtest)

28.95%

—

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

26.00%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

4.00%

1.00%

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