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Drawdown Control: 3x Tech Rallies, Slow SPY/TLT 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, macro regime, momentum and mean reversion, risk-managed, tactical allocation, 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)

0.30

—

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

1.30

—

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

0.23

—

Trading activity

Annualized turnover, backtest period (backtest)

106.94

—

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

107.41

—

Daily win rate, backtest period (backtest)

55.49%

—

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

51.95%

—

Backtest

Backtest final value (from $10,000)

$50465.3B

—

Backtest regulatory fees

$14.1B

—

Backtest slippage cost

$12.9B

—

Returns

Backtest length

3,763

—

Out-of-sample length

976

—

Return, backtest period (annualized) (backtest)

346.29%

—

Return, backtest period (cumulative) (backtest)

504652868k%

—

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

24.86%

3.62%

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

136.49%

2.81%

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

-1.68%

—

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

-1.60%

0.34%

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

11.79%

—

Return, trailing 1 year (backtest)

-40.09%

—

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

-41.59%

86.44%

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

5.90%

—

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

72.61%

0.95%

SPY annualized return over the backtest window (backtest)

15.23%

—

Risk metrics

Calmar ratio, backtest period (backtest)

4.55

—

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

0.32

331.36

Maximum drawdown, backtest period (backtest)

-76.12%

—

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

-76.69%

-0.01%

Sharpe ratio, backtest period (backtest)

2.33

—

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

0.66

18.06

Sortino ratio, backtest period (backtest)

4.34

—

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

1.09

—

Standard deviation, backtest period (backtest)

76.22%

—

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

84.57%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

903

—

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