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Aggressive Bot AAA Tech Trend with 6-Month Momentum Picks 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)

leveraged-etfs, momentum, regime-switching, risk-parity-lite, tactical-asset-allocation, trend-following, 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)

0.06

—

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

1.11

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

35.86

—

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

38.76

—

Daily win rate, backtest period (backtest)

57.27%

—

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

54.61%

—

Backtest

Backtest final value (from $10,000)

$813k

—

Backtest regulatory fees

$2,306

—

Backtest slippage cost

$17k

—

Returns

Backtest length

2,352

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

60.16%

—

Return, backtest period (cumulative) (backtest)

8029%

—

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

28.81%

3.62%

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

166.82%

2.81%

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

0.47%

—

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

-0.27%

0.34%

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

1.07%

—

Return, trailing 1 year (backtest)

43.49%

—

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

43.49%

86.44%

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

-0.27%

—

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

15.39%

0.95%

SPY annualized return over the backtest window (backtest)

15.07%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.46

—

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

1.18

331.36

Maximum drawdown, backtest period (backtest)

-24.50%

—

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

-24.50%

-0.01%

Sharpe ratio, backtest period (backtest)

1.93

—

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

1.10

18.06

Sortino ratio, backtest period (backtest)

3.52

—

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

1.99

—

Standard deviation, backtest period (backtest)

26.13%

—

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

25.87%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.32

—

Construction

Logic complexity (node count)

2,459

—

Rebalance corridor width

10.00%

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