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Bot of Bots Regime Rotation with Commodities and Currencies 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)

buy-the-dip, commodities, hedged, leveraged/inverse etfs, multi-asset, regime-switching, treasuries, trend/momentum, volatility hedges

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)

0.09

—

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

1.21

—

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

0.77

—

Trading activity

Annualized turnover, backtest period (backtest)

37.96

—

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

38.15

—

Daily win rate, backtest period (backtest)

58.38%

—

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

52.63%

—

Backtest

Backtest final value (from $10,000)

$1.6M

—

Backtest regulatory fees

$4,100

—

Backtest slippage cost

$33k

—

Returns

Backtest length

2,357

—

Out-of-sample length

437

—

Return, backtest period (annualized) (backtest)

72.24%

—

Return, backtest period (cumulative) (backtest)

16k%

—

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

34.22%

3.62%

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

66.79%

2.81%

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

0.42%

—

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

2.80%

0.34%

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

0.63%

—

Return, trailing 1 year (backtest)

24.17%

—

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

24.16%

86.44%

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

0.61%

—

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

8.05%

0.95%

SPY annualized return over the backtest window (backtest)

15.17%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.05

—

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

2.02

331.36

Maximum drawdown, backtest period (backtest)

-17.85%

—

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

-16.96%

-0.01%

Sharpe ratio, backtest period (backtest)

2.56

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

5.22

—

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

2.39

—

Standard deviation, backtest period (backtest)

22.24%

—

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

26.62%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.15

—

Construction

Logic complexity (node count)

1,462

—

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