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Fear-Gated 2x/3x ETF Rotator with Defensive Hedges 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 rebalancing, leveraged etfs, momentum, risk-on/risk-off, tactical rotation, volatility signal

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)

0.50

—

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

0.84

—

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

0.32

—

Trading activity

Annualized turnover, backtest period (backtest)

112.16

—

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

119.88

—

Daily win rate, backtest period (backtest)

55.65%

—

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

53.45%

—

Backtest

Backtest final value (from $10,000)

$5.9M

—

Backtest regulatory fees

$23k

—

Backtest slippage cost

$185k

—

Returns

Backtest length

1,966

—

Out-of-sample length

391

—

Return, backtest period (annualized) (backtest)

126.48%

—

Return, backtest period (cumulative) (backtest)

59k%

—

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

81.49%

3.62%

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

152.74%

2.81%

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

3.04%

—

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

-3.47%

0.34%

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

0.07%

—

Return, trailing 1 year (backtest)

220.13%

—

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

219.98%

86.44%

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

1.87%

—

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

-1.10%

0.95%

SPY annualized return over the backtest window (backtest)

16.55%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.83

—

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

2.47

331.36

Maximum drawdown, backtest period (backtest)

-32.99%

—

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

-33.00%

-0.01%

Sharpe ratio, backtest period (backtest)

2.20

—

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

1.55

18.06

Sortino ratio, backtest period (backtest)

3.57

—

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

2.35

—

Standard deviation, backtest period (backtest)

41.12%

—

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

45.03%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

—

Construction

Logic complexity (node count)

—

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