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Full Frontrunner: VIX Hedges, Tech Washouts, 200-Day Trend 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 rebalance, leveraged/inverse etfs, mean reversion, regime switching, tactical allocation, trend following, volatility hedging

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)

0.19

—

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

1.38

—

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

0.47

—

Trading activity

Annualized turnover, backtest period (backtest)

40.70

—

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

41.24

—

Daily win rate, backtest period (backtest)

46.83%

—

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

72.00%

—

Backtest

Backtest final value (from $10,000)

$58.8M

—

Backtest regulatory fees

$128k

—

Backtest slippage cost

$1.2M

—

Returns

Backtest length

3,773

—

Out-of-sample length

575

—

Return, backtest period (annualized) (backtest)

78.52%

—

Return, backtest period (cumulative) (backtest)

588k%

—

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

41.38%

3.62%

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

120.67%

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)

29.95%

—

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

29.93%

86.44%

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

0.17%

—

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

27.99%

0.95%

SPY annualized return over the backtest window (backtest)

15.52%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.83

—

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

1.49

331.36

Maximum drawdown, backtest period (backtest)

-27.70%

—

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

-27.70%

-0.01%

Sharpe ratio, backtest period (backtest)

1.95

—

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

0.93

18.06

Sortino ratio, backtest period (backtest)

5.41

—

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

2.24

—

Standard deviation, backtest period (backtest)

32.18%

—

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

47.77%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.95

—

Construction

Logic complexity (node count)

126

—

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