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Front Run and Dip Buy with Volatility and Cash Switches 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)

dip buying, leveraged etfs, risk-on/risk-off, swing trading, tactical allocation, vix etps, volatility timing

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)

0.08

—

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

0.52

—

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

0.31

—

Trading activity

Annualized turnover, backtest period (backtest)

52.05

—

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

48.19

—

Daily win rate, backtest period (backtest)

57.44%

—

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

50.74%

—

Backtest

Backtest final value (from $10,000)

$10.4M

—

Backtest regulatory fees

$31k

—

Backtest slippage cost

$285k

—

Returns

Backtest length

1,734

—

Out-of-sample length

540

—

Return, backtest period (annualized) (backtest)

174.18%

—

Return, backtest period (cumulative) (backtest)

104k%

—

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

25.12%

3.62%

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

60.92%

2.81%

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

-12.76%

—

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

2.15%

0.34%

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

-17.36%

—

Return, trailing 1 year (backtest)

-4.46%

—

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

12.51%

86.44%

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

-14.32%

—

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

8.29%

0.95%

SPY annualized return over the backtest window (backtest)

15.71%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.51

—

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

1.42

331.36

Maximum drawdown, backtest period (backtest)

-26.76%

—

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

-17.65%

-0.01%

Sharpe ratio, backtest period (backtest)

2.67

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

5.70

—

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

0.97

—

Standard deviation, backtest period (backtest)

40.79%

—

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

25.93%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.35

—

Construction

Logic complexity (node count)

176

—

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