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HFEA Diverse 60/40 Leveraged Stocks and Treasuries 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)

hfea-style, inverse volatility weighting, leveraged stocks, tactical allocation, u.s. treasuries

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)

-0.04

—

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

2.26

—

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

0.96

—

Trading activity

Annualized turnover, backtest period (backtest)

2.04

—

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

1.97

—

Daily win rate, backtest period (backtest)

54.58%

—

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

56.37%

—

Backtest

Backtest final value (from $10,000)

$48k

—

Backtest regulatory fees

—

Backtest slippage cost

$16

—

Returns

Backtest length

1,004

—

Out-of-sample length

809

—

Return, backtest period (annualized) (backtest)

47.84%

—

Return, backtest period (cumulative) (backtest)

375.49%

—

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

39.64%

3.62%

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

192.49%

2.81%

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

0.68%

—

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

5.36%

0.34%

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

0.11%

—

Return, trailing 1 year (backtest)

48.90%

—

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

48.91%

86.44%

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

0.81%

—

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

2.08%

0.95%

SPY annualized return over the backtest window (backtest)

22.69%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.24

—

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

1.02

331.36

Maximum drawdown, backtest period (backtest)

-38.73%

—

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

-38.73%

-0.01%

Sharpe ratio, backtest period (backtest)

1.25

—

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

1.12

18.06

Sortino ratio, backtest period (backtest)

1.90

—

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

1.64

—

Standard deviation, backtest period (backtest)

36.59%

—

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

35.60%

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)

—

Rebalance corridor width

1.62%

9.00%

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