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Active 3x Tech Trading with Short and Cash Rules 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)

aggressive tactical, daily rebalance, leveraged etfs, momentum & mean‑reversion, tech/semis focus, volatility hedging

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)

0.19

—

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

0.85

—

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

0.35

—

Trading activity

Annualized turnover, backtest period (backtest)

55.79

—

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

52.15

—

Daily win rate, backtest period (backtest)

54.54%

—

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

52.67%

—

Backtest

Backtest final value (from $10,000)

$149k

—

Backtest regulatory fees

$510

—

Backtest slippage cost

$3,865

—

Returns

Backtest length

1,091

—

Out-of-sample length

972

—

Return, backtest period (annualized) (backtest)

86.48%

—

Return, backtest period (cumulative) (backtest)

1388%

—

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

34.79%

3.62%

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

216.64%

2.81%

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

-1.29%

—

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

-2.10%

0.34%

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

3.08%

—

Return, trailing 1 year (backtest)

21.28%

—

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

21.29%

86.44%

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

2.10%

—

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

26.70%

0.95%

SPY annualized return over the backtest window (backtest)

17.54%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.01

—

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

1.21

331.36

Maximum drawdown, backtest period (backtest)

-28.74%

—

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

-28.74%

-0.01%

Sharpe ratio, backtest period (backtest)

1.87

—

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

1.00

18.06

Sortino ratio, backtest period (backtest)

3.83

—

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

1.93

—

Standard deviation, backtest period (backtest)

36.70%

—

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

36.05%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

802

—

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