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Frontrunner Volatility Fade with 3x Dip Buying 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)

contrarian volatility hedge, leveraged & inverse etfs, risk-managed, tactical allocation, trend/momentum

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)

0.21

—

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

0.73

—

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

0.33

—

Trading activity

Annualized turnover, backtest period (backtest)

32.43

—

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

24.97

—

Daily win rate, backtest period (backtest)

48.37%

—

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

73.07%

—

Backtest

Backtest final value (from $10,000)

$666.2M

—

Backtest regulatory fees

$974k

—

Backtest slippage cost

$9.4M

—

Returns

Backtest length

3,775

—

Out-of-sample length

531

—

Return, backtest period (annualized) (backtest)

109.85%

—

Return, backtest period (cumulative) (backtest)

6662k%

—

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

32.93%

3.62%

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

82.38%

2.81%

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

0.04%

—

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

0.34%

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

0.09%

—

Return, trailing 1 year (backtest)

23.71%

—

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

23.70%

86.44%

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

0.17%

—

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

10.59%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

3.42

—

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

1.45

331.36

Maximum drawdown, backtest period (backtest)

-32.11%

—

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

-22.66%

-0.01%

Sharpe ratio, backtest period (backtest)

2.04

—

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

0.96

18.06

Sortino ratio, backtest period (backtest)

4.91

—

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

1.87

—

Standard deviation, backtest period (backtest)

39.99%

—

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

36.14%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.98

—

Construction

Logic complexity (node count)

201

—

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