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Concentrated Rigetti Quantum with Weakness-Buying Sleeve 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)

cash-like t-bills, concentrated single-stock tilt, crypto proxy, equities, high risk, leveraged etfs, rsi-based rotation, volatility exposure

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)

0.06

—

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

2.11

—

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

0.42

—

Trading activity

Annualized turnover, backtest period (backtest)

3.66

—

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

3.24

—

Daily win rate, backtest period (backtest)

47.88%

—

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

47.37%

—

Backtest

Backtest final value (from $10,000)

$172k

—

Backtest regulatory fees

—

Backtest slippage cost

$47

—

Returns

Backtest length

520

—

Out-of-sample length

380

—

Return, backtest period (annualized) (backtest)

295.83%

—

Return, backtest period (cumulative) (backtest)

1619%

—

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

50.02%

3.62%

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

84.64%

2.81%

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

0.31%

—

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

-6.69%

0.34%

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

-5.08%

—

Return, trailing 1 year (backtest)

-59.89%

—

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

-59.89%

86.44%

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

-11.78%

—

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

-16.99%

0.95%

SPY annualized return over the backtest window (backtest)

18.85%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.39

—

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

0.74

331.36

Maximum drawdown, backtest period (backtest)

-67.45%

—

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

-67.45%

-0.01%

Sharpe ratio, backtest period (backtest)

1.74

—

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

0.90

18.06

Sortino ratio, backtest period (backtest)

3.35

—

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

1.54

—

Standard deviation, backtest period (backtest)

114.75%

—

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

79.77%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.53

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

9.00%

Rebalance frequency

quarterly

none

Popularity

Remixes (copies)

278

—

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