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Fund Surfing with TECL and Bear Dip Buys, 55/45 Blend vs Domestic Leveraged Sector Trend Rotation

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)

defensive hedges, dip buying, leveraged etfs, risk-on/risk-off, tactical allocation, trend and mean reversion, volatility targeting

crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging

Asset classes / instruments

equities

Market-relative

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

-0.17

—

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

2.57

—

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

0.75

—

Trading activity

Annualized turnover, backtest period (backtest)

39.58

—

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

32.34

—

Daily win rate, backtest period (backtest)

52.99%

—

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

55.73%

—

Backtest

Backtest final value (from $10,000)

$10.8M

—

Backtest regulatory fees

$27k

—

Backtest slippage cost

$233k

—

Returns

Backtest length

4,169

—

Out-of-sample length

908

—

Return, backtest period (annualized) (backtest)

52.48%

—

Return, backtest period (cumulative) (backtest)

108k%

—

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

27.37%

67.14%

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

139.30%

4.80%

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

0.05%

—

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

-1.82%

4.80%

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

0.19%

—

Return, trailing 1 year (backtest)

1.29%

—

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

1.29%

0.00%

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

0.29%

—

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

-4.65%

0.00%

SPY annualized return over the backtest window (backtest)

14.24%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.00

—

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

0.52

53.07

Maximum drawdown, backtest period (backtest)

-52.57%

—

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

-52.57%

-1.27%

Sharpe ratio, backtest period (backtest)

1.25

—

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

0.73

4.69

Sortino ratio, backtest period (backtest)

1.94

—

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

1.07

—

Standard deviation, backtest period (backtest)

40.15%

—

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

50.60%

11.60%

Quality

Community review status

ACTIVE

—

Holdings

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

0.89

—

Construction

Logic complexity (node count)

160

—

Rebalance corridor width

5.00%

1.00%

Rebalance frequency

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