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Dollar Billz: Multi-Asset with Semis Long/Short 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)

daily rebalanced, leveraged etfs, momentum (rsi), semiconductors focus, tactical allocation, trend-following, volatility hedge

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)

0.20

—

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

1.68

—

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

0.54

—

Trading activity

Annualized turnover, backtest period (backtest)

59.04

—

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

68.99

—

Daily win rate, backtest period (backtest)

56.85%

—

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

53.74%

—

Backtest

Backtest final value (from $10,000)

$468.9B

—

Backtest regulatory fees

$1.2B

—

Backtest slippage cost

$7.6B

—

Returns

Backtest length

3,775

—

Out-of-sample length

508

—

Return, backtest period (annualized) (backtest)

225.05%

—

Return, backtest period (cumulative) (backtest)

4688624k%

—

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

44.29%

3.62%

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

109.71%

2.81%

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

0.15%

—

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

-6.90%

0.34%

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

-3.22%

—

Return, trailing 1 year (backtest)

38.18%

—

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

37.15%

86.44%

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

-0.61%

—

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

-13.41%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.59

—

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

1.16

331.36

Maximum drawdown, backtest period (backtest)

-40.24%

—

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

-38.13%

-0.01%

Sharpe ratio, backtest period (backtest)

2.52

—

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

0.97

18.06

Sortino ratio, backtest period (backtest)

4.90

—

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

1.55

—

Standard deviation, backtest period (backtest)

52.07%

—

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

51.04%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.36

—

Construction

Logic complexity (node count)

381

—

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