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High Win Rate RSI Extremes with 3x Tech and VIX 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)

cash fallback, daily tactical, inverse etfs, leveraged etfs, mean reversion, sector rotation, volatility hedge

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)

0.10

—

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

1.24

—

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

0.46

—

Trading activity

Annualized turnover, backtest period (backtest)

11.68

—

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

11.31

—

Daily win rate, backtest period (backtest)

52.76%

—

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

77.02%

—

Backtest

Backtest final value (from $10,000)

$221k

—

Backtest regulatory fees

$236

—

Backtest slippage cost

$1,816

—

Returns

Backtest length

2,849

—

Out-of-sample length

557

—

Return, backtest period (annualized) (backtest)

31.47%

—

Return, backtest period (cumulative) (backtest)

2107%

—

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

26.32%

3.62%

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

67.76%

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)

23.37%

—

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

23.37%

86.44%

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

0.17%

—

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

0.95%

SPY annualized return over the backtest window (backtest)

14.10%

—

Risk metrics

Calmar ratio, backtest period (backtest)

1.14

—

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

0.95

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)

1.11

—

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

0.71

18.06

Sortino ratio, backtest period (backtest)

2.80

—

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

1.57

—

Standard deviation, backtest period (backtest)

27.63%

—

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

44.58%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

1.00

—

Construction

Logic complexity (node count)

304

—

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