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Compare investment strategies

Ease Up on the Gas: QQQ, VIX Hedge, 2x/3x Dips 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)

contrarian, daily rebalancing, leveraged etfs, nasdaq-100 focus, risk-on/risk-off, tactical allocation, volatility hedge

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)

0.02

—

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

1.28

—

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

0.93

—

Trading activity

Annualized turnover, backtest period (backtest)

5.78

—

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

5.80

—

Daily win rate, backtest period (backtest)

55.31%

—

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

56.32%

—

Backtest

Backtest final value (from $10,000)

$360k

—

Backtest regulatory fees

$236

—

Backtest slippage cost

$1,771

—

Returns

Backtest length

3,775

—

Out-of-sample length

799

—

Return, backtest period (annualized) (backtest)

27.03%

—

Return, backtest period (cumulative) (backtest)

3505%

—

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

28.73%

67.14%

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

122.93%

4.80%

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

0.49%

—

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

4.88%

4.80%

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

0.21%

—

Return, trailing 1 year (backtest)

20.35%

—

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

20.35%

0.00%

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

0.89%

—

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

4.20%

0.00%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

0.80

—

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

1.25

53.07

Maximum drawdown, backtest period (backtest)

-33.60%

—

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

-23.04%

-1.27%

Sharpe ratio, backtest period (backtest)

1.23

—

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

1.32

4.69

Sortino ratio, backtest period (backtest)

1.86

—

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

2.10

—

Standard deviation, backtest period (backtest)

21.28%

—

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

20.81%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.92

—

Construction

Logic complexity (node count)

—

Rebalance corridor width

—

1.00%

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