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Apple, Tesla, Nvidia Income ETF Rotation with Inverse Hedges 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)

daily rebalanced, leveraged/inverse etfs, options-income proxies, regime-switching, tactical rotation, tech-focused

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)

0.04

—

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

1.26

—

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

0.37

—

Trading activity

Annualized turnover, backtest period (backtest)

68.98

—

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

68.67

—

Daily win rate, backtest period (backtest)

54.92%

—

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

54.13%

—

Backtest

Backtest final value (from $10,000)

$22k

—

Backtest regulatory fees

$131

—

Backtest slippage cost

$779

—

Returns

Backtest length

772

—

Out-of-sample length

715

—

Return, backtest period (annualized) (backtest)

29.16%

—

Return, backtest period (cumulative) (backtest)

119.22%

—

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

18.92%

3.62%

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

62.93%

2.81%

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

-2.41%

—

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

3.32%

0.34%

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

-1.84%

—

Return, trailing 1 year (backtest)

-3.15%

—

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

1.74%

86.44%

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

-2.10%

—

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

32.12%

0.95%

SPY annualized return over the backtest window (backtest)

21.38%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.74

—

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

0.48

331.36

Maximum drawdown, backtest period (backtest)

-39.29%

—

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

-39.28%

-0.01%

Sharpe ratio, backtest period (backtest)

0.75

—

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

0.59

18.06

Sortino ratio, backtest period (backtest)

1.15

—

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

0.88

—

Standard deviation, backtest period (backtest)

50.70%

—

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

52.17%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.60

—

Construction

Logic complexity (node count)

2,359

—

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