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Cash-First Portfolio with Tech Dip Nibbles and Hedges vs Bond and Defensive Signals Gate for TQQQ

Every published figureShow 42 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

bonds, cash-heavy, commodities, daily-rebalance, defensive, multi-asset, tactical, tech-dip-buys, volatility-hedged

bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following

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)

0.64

—

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

0.67

—

Trading activity

Annualized turnover, backtest period (backtest)

33.44

—

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

36.96

—

Daily win rate, backtest period (backtest)

59.90%

—

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

55.53%

—

Backtest

Backtest final value (from $10,000)

$9.6M

—

Backtest regulatory fees

$25k

—

Backtest slippage cost

$204k

—

Returns

Backtest length

3,721

—

Out-of-sample length

479

—

Return, backtest period (annualized) (backtest)

59.14%

—

Return, backtest period (cumulative) (backtest)

95k%

—

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

19.64%

207.42%

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

40.11%

17.40%

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

0.48%

—

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

0.04%

17.20%

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

0.13%

—

Return, trailing 1 year (backtest)

13.10%

—

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

12.95%

0.00%

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

1.32%

—

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

5.85%

0.00%

SPY annualized return over the backtest window (backtest)

14.96%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.70

—

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

1.92

43.28

Maximum drawdown, backtest period (backtest)

-10.37%

—

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

-10.22%

-4.79%

Sharpe ratio, backtest period (backtest)

3.16

—

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

1.21

3.80

Sortino ratio, backtest period (backtest)

7.15

—

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

2.30

—

Standard deviation, backtest period (backtest)

15.06%

—

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

15.91%

31.69%

Quality

Community review status

ACTIVE

—

Holdings

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

0.09

—

Construction

Logic complexity (node count)

2,733

—

Rebalance frequency

daily

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