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Concentrated Growth Mix of QQQ, VUG, ARKK, NVDA, AAPL vs Domestic Leveraged Sector Trend Rotation

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)

concentrated, growth tilt, high volatility, innovation, tech-heavy, us equities

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

0.01

—

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

1.46

—

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

0.94

—

Trading activity

Annualized turnover, backtest period (backtest)

0.97

—

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

1.01

—

Daily win rate, backtest period (backtest)

56.50%

—

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

54.18%

—

Backtest

Backtest final value (from $10,000)

$157k

—

Backtest regulatory fees

—

Backtest slippage cost

$18

—

Returns

Backtest length

3,007

—

Out-of-sample length

502

—

Return, backtest period (annualized) (backtest)

25.94%

—

Return, backtest period (cumulative) (backtest)

1469%

—

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

27.56%

67.14%

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

61.62%

4.80%

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

-2.36%

—

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

5.01%

4.80%

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

-3.71%

—

Return, trailing 1 year (backtest)

12.06%

—

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

16.18%

0.00%

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

-5.75%

—

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

7.32%

0.00%

SPY annualized return over the backtest window (backtest)

13.72%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.55

—

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

0.98

53.07

Maximum drawdown, backtest period (backtest)

-47.04%

—

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

-28.20%

-1.27%

Sharpe ratio, backtest period (backtest)

1.02

—

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

1.07

4.69

Sortino ratio, backtest period (backtest)

1.46

—

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

1.45

—

Standard deviation, backtest period (backtest)

26.03%

—

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

25.82%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.23

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

Rebalance frequency

quarterly

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