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Flow State Alpha Leveraged Tech, Financials and Crypto 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 proxies, leveraged etfs, momentum, risk-on/risk-off, tactical hedging, trend-following, volatility

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)

2.22

—

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

0.49

—

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

0.05

—

Trading activity

Annualized turnover, backtest period (backtest)

72.69

—

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

73.14

—

Daily win rate, backtest period (backtest)

52.96%

—

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

54.60%

—

Backtest

Backtest final value (from $10,000)

$71k

—

Backtest regulatory fees

$126

—

Backtest slippage cost

$902

—

Returns

Backtest length

338

—

Out-of-sample length

174

—

Return, backtest period (annualized) (backtest)

328.47%

—

Return, backtest period (cumulative) (backtest)

608.08%

—

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

320.07%

3.62%

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

170.94%

2.81%

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

-8.92%

—

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

-43.90%

0.34%

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

-5.78%

—

Return, trailing 1 year (backtest)

271.62%

—

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

0.00%

86.44%

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

-27.07%

—

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

-6.20%

0.95%

SPY annualized return over the backtest window (backtest)

23.93%

—

Risk metrics

Calmar ratio, backtest period (backtest)

5.75

—

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

5.60

331.36

Maximum drawdown, backtest period (backtest)

-57.11%

—

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

-57.11%

-0.01%

Sharpe ratio, backtest period (backtest)

1.83

—

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

1.74

18.06

Sortino ratio, backtest period (backtest)

2.83

—

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

2.78

—

Standard deviation, backtest period (backtest)

120.24%

—

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

133.15%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.84

—

Construction

Logic complexity (node count)

409

—

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