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Fear-vs-Bonds Switch: Leveraged Momentum or Quality Dips 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)

crypto/gold/treasuries, leveraged etfs, momentum + mean-reversion, regime-switching, single-stock tilt, tactical allocation

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)

0.07

—

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

1.34

—

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

0.55

—

Trading activity

Annualized turnover, backtest period (backtest)

80.60

—

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

79.81

—

Daily win rate, backtest period (backtest)

54.56%

—

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

53.90%

—

Backtest

Backtest final value (from $10,000)

$13.0M

—

Backtest regulatory fees

$60k

—

Backtest slippage cost

$537k

—

Returns

Backtest length

2,826

—

Out-of-sample length

449

—

Return, backtest period (annualized) (backtest)

89.50%

—

Return, backtest period (cumulative) (backtest)

130k%

—

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

27.01%

3.62%

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

52.40%

2.81%

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

-0.87%

—

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

5.73%

0.34%

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

-1.02%

—

Return, trailing 1 year (backtest)

10.36%

—

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

6.52%

86.44%

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

-1.31%

—

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

-2.33%

0.95%

SPY annualized return over the backtest window (backtest)

14.08%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.13

—

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

0.73

331.36

Maximum drawdown, backtest period (backtest)

-42.02%

—

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

-37.05%

-0.01%

Sharpe ratio, backtest period (backtest)

1.52

—

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

0.79

18.06

Sortino ratio, backtest period (backtest)

2.36

—

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

1.01

—

Standard deviation, backtest period (backtest)

50.43%

—

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

41.59%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.63

—

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