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Compare investment strategies

60/40 TQQQ and 20-Year Treasury Trend (No K-1) 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)

defensive rotation, inverse hedges, leveraged etfs, mean reversion, tactical 60/40, tech/nasdaq, treasuries, trend following

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)

0.05

—

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

1.48

—

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

0.61

—

Trading activity

Annualized turnover, backtest period (backtest)

34.19

—

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

30.67

—

Daily win rate, backtest period (backtest)

56.41%

—

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

53.85%

—

Backtest

Backtest final value (from $10,000)

$30.1M

—

Backtest regulatory fees

$57k

—

Backtest slippage cost

$513k

—

Returns

Backtest length

3,200

—

Out-of-sample length

988

—

Return, backtest period (annualized) (backtest)

87.86%

—

Return, backtest period (cumulative) (backtest)

301k%

—

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

32.78%

3.62%

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

204.31%

2.81%

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

0.76%

—

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

8.46%

0.34%

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

0.26%

—

Return, trailing 1 year (backtest)

6.91%

—

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

6.89%

86.44%

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

1.39%

—

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

7.57%

0.95%

SPY annualized return over the backtest window (backtest)

13.94%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.10

—

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

1.19

331.36

Maximum drawdown, backtest period (backtest)

-41.76%

—

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

-27.62%

-0.01%

Sharpe ratio, backtest period (backtest)

1.83

—

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

0.94

18.06

Sortino ratio, backtest period (backtest)

3.00

—

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

1.43

—

Standard deviation, backtest period (backtest)

38.58%

—

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

37.53%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.43

—

Construction

Logic complexity (node count)

152

—

Rebalance corridor width

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