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Gummy Bears 60/40: Leveraged Tech and Treasury Rotation 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)

bond rotation, daily rebalanced, leveraged etfs, macro overlay, mean reversion, tactical 60/40, 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)

0.01

—

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

1.44

—

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

0.72

—

Trading activity

Annualized turnover, backtest period (backtest)

33.81

—

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

34.62

—

Daily win rate, backtest period (backtest)

57.14%

—

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

56.92%

—

Backtest

Backtest final value (from $10,000)

$32.4M

—

Backtest regulatory fees

$71k

—

Backtest slippage cost

$619k

—

Returns

Backtest length

3,775

—

Out-of-sample length

708

—

Return, backtest period (annualized) (backtest)

71.49%

—

Return, backtest period (cumulative) (backtest)

324k%

—

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

29.57%

3.62%

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

107.26%

2.81%

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

0.24%

—

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

7.53%

0.34%

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

0.25%

—

Return, trailing 1 year (backtest)

26.61%

—

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

26.60%

86.44%

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

0.35%

—

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

9.16%

0.95%

SPY annualized return over the backtest window (backtest)

15.79%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.40

—

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

0.99

331.36

Maximum drawdown, backtest period (backtest)

-29.76%

—

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

-29.76%

-0.01%

Sharpe ratio, backtest period (backtest)

2.31

—

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

0.99

18.06

Sortino ratio, backtest period (backtest)

3.94

—

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

1.50

—

Standard deviation, backtest period (backtest)

24.72%

—

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

31.01%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.20

—

Construction

Logic complexity (node count)

814

—

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