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Aggressive Leveraged Tech Dip Buyer with Macro Hedges vs Rising Rates Volatility Switch Risk-Parity Mix

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, macro tilts, regime switching, tactical allocation, tech-heavy, trend+mean reversion, volatility hedge

financials, gold, leveraged etfs, multi-asset, risk parity, risk-on/risk-off, tactical, tech, treasuries, u.s. dollar, volatility targeting

Asset classes / instruments

equities

Market-relative

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

0.28

—

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

2.04

—

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

0.63

—

Trading activity

Annualized turnover, backtest period (backtest)

56.38

—

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

45.93

—

Daily win rate, backtest period (backtest)

54.78%

—

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

54.02%

—

Backtest

Backtest final value (from $10,000)

$28.9B

—

Backtest regulatory fees

$59.9M

—

Backtest slippage cost

$577.5M

—

Returns

Backtest length

3,762

—

Out-of-sample length

522

—

Return, backtest period (annualized) (backtest)

170.84%

—

Return, backtest period (cumulative) (backtest)

289444k%

—

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

72.03%

3.62%

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

208.30%

2.81%

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

-0.04%

—

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

-3.77%

0.34%

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

0.21%

—

Return, trailing 1 year (backtest)

24.42%

—

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

24.40%

6.30%

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

0.32%

—

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

-8.47%

0.95%

SPY annualized return over the backtest window (backtest)

15.09%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.99

—

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

1.68

331.36

Maximum drawdown, backtest period (backtest)

-42.84%

—

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

-42.85%

-0.01%

Sharpe ratio, backtest period (backtest)

2.04

—

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

1.28

18.06

Sortino ratio, backtest period (backtest)

3.78

—

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

2.15

—

Standard deviation, backtest period (backtest)

56.23%

—

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

52.98%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.97

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

10.00%

5.00%

Rebalance frequency

none

Popularity

Remixes (copies)

199

—

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