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Daily Tactical 3x Funds with Managed Futures and EM Tilt 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)

bonds, emerging markets, leveraged etfs, managed futures, mean reversion, tactical allocation, trend-following, volatility hedging

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)

0.54

—

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

1.09

—

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

0.21

—

Trading activity

Annualized turnover, backtest period (backtest)

123.39

—

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

117.06

—

Daily win rate, backtest period (backtest)

55.64%

—

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

52.17%

—

Backtest

Backtest final value (from $10,000)

$78.1M

—

Backtest regulatory fees

$303k

—

Backtest slippage cost

$2.9M

—

Returns

Backtest length

1,258

—

Out-of-sample length

437

—

Return, backtest period (annualized) (backtest)

501.39%

—

Return, backtest period (cumulative) (backtest)

781k%

—

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

44.52%

3.62%

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

89.66%

2.81%

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

3.06%

—

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

21.55%

0.34%

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

-1.79%

—

Return, trailing 1 year (backtest)

147.51%

—

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

147.32%

86.44%

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

7.50%

—

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

99.58%

0.95%

SPY annualized return over the backtest window (backtest)

13.97%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.92

—

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

0.61

331.36

Maximum drawdown, backtest period (backtest)

-72.49%

—

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

-72.49%

-0.01%

Sharpe ratio, backtest period (backtest)

2.57

—

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

0.86

18.06

Sortino ratio, backtest period (backtest)

4.38

—

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

1.29

—

Standard deviation, backtest period (backtest)

83.32%

—

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

87.17%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

266

—

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