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Hedged Sector Rotator 60/40 with Leveraged Sector ETFs vs 50/50 Hedged Rotation and TQQQ Dip-Buy

What they say: stated rules

Each rule is quoted from the strategy's own documents. Tap a ✓ to read the quote. Shared rules come first.

Rules stated

Allocation target

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Allocation target: Equities

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Hedge / defensive overlay

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Hedge / defensive overlay: Volatility products (VIX)

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Leverage use

—

Rebalance schedule

—

Trading signal: Momentum

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Trading signal: RSI overbought / oversold

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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 etfs, rsi/momentum signals, sector rotation, tactical long/short, treasuries timing, volatility etps

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)

0.43

—

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

1.28

—

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

0.64

—

Trading activity

Annualized turnover, backtest period (backtest)

66.60

—

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

65.21

—

Daily win rate, backtest period (backtest)

57.91%

—

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

58.94%

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Backtest

Backtest final value (from $10,000)

$4.2M

—

Backtest regulatory fees

$11k

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Backtest slippage cost

$89k

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Returns

Backtest length

1,744

—

Out-of-sample length

548

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Return, backtest period (annualized) (backtest)

139.35%

—

Return, backtest period (cumulative) (backtest)

42k%

—

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

88.73%

3.62%

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

298.96%

2.81%

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

1.02%

—

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

0.75%

0.34%

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

1.69%

—

Return, trailing 1 year (backtest)

93.11%

—

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

93.10%

86.44%

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

0.69%

—

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

13.57%

0.95%

SPY annualized return over the backtest window (backtest)

16.21%

—

Risk metrics

Calmar ratio, backtest period (backtest)

6.75

—

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

4.46

331.36

Maximum drawdown, backtest period (backtest)

-20.64%

—

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

-19.88%

-0.01%

Sharpe ratio, backtest period (backtest)

2.46

—

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

2.10

18.06

Sortino ratio, backtest period (backtest)

4.69

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

3.45

—

Standard deviation, backtest period (backtest)

38.40%

—

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

32.95%

0.20%

Quality

Community review status

ACTIVE

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Holdings

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

0.31

—

Construction

Logic complexity (node count)

517

—

Rebalance corridor width

—

9.00%

Rebalance frequency

daily

none

Popularity

Remixes (copies)

3,180

—

Watchers

1,181

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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