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Investment Portfolio Chasing 3x Strength with Hedges 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)

china tactical, commodities/treasuries timing, high turnover, leveraged etfs, momentum & mean reversion, tactical rotation, very high risk, 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)

0.02

—

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

1.60

—

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

0.86

—

Trading activity

Annualized turnover, backtest period (backtest)

22.18

—

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

22.70

—

Daily win rate, backtest period (backtest)

56.91%

—

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

55.42%

—

Backtest

Backtest final value (from $10,000)

$19.6M

—

Backtest regulatory fees

$31k

—

Backtest slippage cost

$254k

—

Returns

Backtest length

3,576

—

Out-of-sample length

987

—

Return, backtest period (annualized) (backtest)

70.59%

—

Return, backtest period (cumulative) (backtest)

196k%

—

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

36.21%

3.62%

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

235.85%

2.81%

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

0.66%

—

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

1.88%

0.34%

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

0.93%

—

Return, trailing 1 year (backtest)

26.68%

—

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

26.67%

86.44%

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

0.55%

—

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

5.75%

0.95%

SPY annualized return over the backtest window (backtest)

14.95%

—

Risk metrics

Calmar ratio, backtest period (backtest)

2.08

—

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

1.06

331.36

Maximum drawdown, backtest period (backtest)

-34.01%

—

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

-34.01%

-0.01%

Sharpe ratio, backtest period (backtest)

2.03

—

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

1.23

18.06

Sortino ratio, backtest period (backtest)

3.60

—

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

1.99

—

Standard deviation, backtest period (backtest)

28.29%

—

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

28.46%

0.20%

Quality

Community review status

ACTIVE

—

Holdings

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

0.18

—

Construction

Logic complexity (node count)

1,363

—

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